Log in

Relevant bibliographies by topics / Investments – Econometric models / Dissertations / Theses

To see the other types of publications on this topic, follow the link: Investments – Econometric models.

Dissertations / Theses on the topic 'Investments – Econometric models'

Author: Grafiati

Published: 4 June 2021

Last updated: 10 March 2023

Create a spot-on reference in APA, MLA, Chicago, Harvard, and other styles

Select a source type:

Consult the top 50 dissertations / theses for your research on the topic 'Investments – Econometric models.'

Next to every source in the list of references, there is an 'Add to bibliography' button. Press on it, and we will generate automatically the bibliographic reference to the chosen work in the citation style you need: APA, MLA, Harvard, Chicago, Vancouver, etc.

You can also download the full text of the academic publication as pdf and read online its abstract whenever available in the metadata.

Browse dissertations / theses on a wide variety of disciplines and organise your bibliography correctly.

1

Eadie, Edward Norman. "Small resource stock share price behaviour and prediction." Title page, contents and abstract only, 2002. http://web4.library.adelaide.edu.au/theses/09CM/09cme11.pdf.

Full text

APA, Harvard, Vancouver, ISO, and other styles

2

Spurway, Kayleigh Fay Nanette. "A study of the Consumption Capital Asset Pricing Model's appilcability across four countries." Thesis, Rhodes University, 2014. http://hdl.handle.net/10962/d1013016.

Full text

Abstract:

Historically, the Consumption Capital Asset Pricing Method (C-CAPM) has performed poorly in that estimated parameters are implausible, model restrictions are often rejected and inferences appear to be very sensitive to the choice of economic agents' preferences. In this study, we estimate and test the C-CAPM with Constant Relative Risk Aversion (CRRA) using time series data from Germany, South Africa, Britain and America during relatively short time periods with the latest available data sets. Hansen's GMM approach is applied to estimate the parameters arising from this model. In general, esti

APA, Harvard, Vancouver, ISO, and other styles

3

Liu, Siyang, and 劉巳洋. "Essays on spillover effects from foreign direct investment in China and internal promotions in the government of Qing China." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 2007. http://hub.hku.hk/bib/B39321368.

Full text

APA, Harvard, Vancouver, ISO, and other styles

4

顔紅曉 and Hongxiao Yan. ""Indirect" investment across the Taiwan strait: determinants, characteristics and trends." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 1998. http://hub.hku.hk/bib/B31220174.

Full text

APA, Harvard, Vancouver, ISO, and other styles

5

Trainor, William John. "Redefining risk: an investigation into the role of sequencing." Diss., Virginia Tech, 1994. http://hdl.handle.net/10919/37257.

Full text

APA, Harvard, Vancouver, ISO, and other styles

6

Limkriangkrai, Manapon. "An empirical investigation of asset-pricing models in Australia." University of Western Australia. Faculty of Business, 2007. http://theses.library.uwa.edu.au/adt-WU2007.0197.

Full text

Abstract:

[Truncated abstract] This thesis examines competing asset-pricing models in Australia with the goal of establishing the model which best explains cross-sectional stock returns. The research employs Australian equity data over the period 1980-2001, with the major analyses covering the more recent period 1990-2001. The study first documents that existing asset-pricing models namely the capital asset pricing model (CAPM) and domestic Fama-French three-factor model fail to meet the widely applied Merton?s zero-intercept criterion for a well-specified pricing model. This study instead documents th

APA, Harvard, Vancouver, ISO, and other styles

7

Jindal, Bhavin. "The Chinese Dragon Lands in Africa: Chinese Contracts and Economic Growth in Africa." Scholarship @ Claremont, 2017. http://scholarship.claremont.edu/cmc_theses/1564.

Full text

Abstract:

China has been increasingly sending more contracts to work on projects in Africa. This study tests the effects of Chinese contracts on economic growth in 50 African countries as well as the correlation between Chinese contracts and other economic indicators. The paper uses data from the World Bank and National Bureau of Statistics of China starting from 2000-2015. This study finds that from 2000 to 2015, Chinese contracts have not been significant in economic growth of all African countries. The analysis does find that Chinese contracts are significant to economic growth when considering only

APA, Harvard, Vancouver, ISO, and other styles

8

Glazyrina, Anna. "Contribution of Public Investments and Innovations to Total Factor Productivity." Thesis, North Dakota State University, 2011. https://hdl.handle.net/10365/29848.

Full text

Abstract:

This study examines the importance of public research and development (R&D) expenditures and innovations (prices) to U S agricultural productivity employing panel vector error correction econometric technique Specifically, time-series and panel unit root tests, panel cointegration procedures, panel causality tests, and vector error correction model are used in the analysis. Empirical application to U S state-level data for 1960-2004 suggests positive and statistically significant influence of both supply-side drivers, in the form of public R&D expenditures, and demand-side drivers, in the for

APA, Harvard, Vancouver, ISO, and other styles

9

Calver, Robin Barnaby. "Macroeconomic and Political Determinants of Foreign Direct Investment in the Middle East." PDXScholar, 2013. https://pdxscholar.library.pdx.edu/open_access_etds/1074.

Full text

Abstract:

This study argues that governments with sustained GDP growth, open markets, low country risk, high levels and low standard deviation of government performance, and few or no occurrences of war, will see larger levels of foreign direct investment (FDI) over time. Scholarship on the determinants of FDI variously argues the influence of GDP growth, the openness of a country's economy, a government's level of political capacity, the level of country risk, and the negative effects of inter-, intra- and extrastate conflict. These studies on the various effects on FDI, while providing insightful and

APA, Harvard, Vancouver, ISO, and other styles

10

Lu, Lei 1975. "Essays on asset pricing with heterogeneous beliefs and bounded rational investor." Thesis, McGill University, 2007. http://digitool.Library.McGill.CA:80/R/?func=dbin-jump-full&object_id=103267.

Full text

Abstract:

The thesis includes two essays on asset pricing. In the first essay, "Asset Pricing in a Monetary Economy with Heterogeneous Beliefs", we shed new light on the role of monetary policy in asset pricing by focusing on the case where investors have heterogeneous expectations about future monetary policy. Under heterogeneity in beliefs, investors place bets against each other on the evolution of money supply, and as a result, the sharing of wealth in the economy evolves stochastically over time, making money non-neutral. Employing a continuous-time, general equilibrium model, we establish these fl

APA, Harvard, Vancouver, ISO, and other styles

11

區寶樹 and Po-shu Au. "The evolution of multinational enterprises: afour-level hierarchy of needs model and econometric analysis ofdeterminants of the Hong Kong SAR as an international investmentlocation." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 2001. http://hub.hku.hk/bib/B31242820.

Full text

APA, Harvard, Vancouver, ISO, and other styles

12

Chimhini, Joseline. "International portfolio diversification with special reference to emerging markets." Thesis, Edith Cowan University, Research Online, Perth, Western Australia, 2001. https://ro.ecu.edu.au/theses/1076.

Full text

Abstract:

This study evaluates the potential benefits that investors obtain from diversifying their portfolios into emerging markets when the time varying behavior of assets is considered. It also tests whether the existing asset-pricing model developed in the context of developed markets, which assumes complete integration, can explain the expected returns in emerging markets and determines the risk of investing in these markets using cross section and time series data. An international capital asset pricing model (ICAPM) with time varying moments developed by Harvey (1991) is adopted. The conditional

APA, Harvard, Vancouver, ISO, and other styles

13

Van, Eeden Johannes Gerhardus. "An in-depth literary study of Tobin's Q ratio, free cash flow and the relationship that exists between Q and free cash flow." Thesis, Stellenbosch : University of Stellenbosch, 2009. http://hdl.handle.net/10019.1/5047.

Full text

Abstract:

Thesis (MBA (Business Management))--University of Stellenbosch, 2009.<br>ENGLISH ABSTRACT: Tobin's q value is widely used by financial analysts as a performance indicator ratio. The market value of a firm over the replacement cost of fixed assets and inventory serves as an indication of whether value is created by investing internally in the firm, or whether value is destroyed by investing in negative net present value projects. Where Tobin's q is greater than one (q > 1), the market value of the firm is greater than what it would cost to replace fixed assets and inventory. Therefore value is

APA, Harvard, Vancouver, ISO, and other styles

14

Mateus, Márcio Filipe Mendes. "Measuring what matters in foreign direct investment." Master's thesis, Instituto Superior de Economia e Gestão, 2015. http://hdl.handle.net/10400.5/10099.

Full text

Abstract:

Mestrado em Econometria Aplicada e Previsão<br>Geralmente os investigadores centram a sua análise nos determinantes do Investimento Direto Estrangeiro (IDE) agregado. Não obstante, existe evidência que o setor de atividade ao qual o IDE se destina é um aspecto relevante e que o IDE direcionado ao setor dos bens não transacionáveis tende a agravar os desequilíbrios externos dos países recetores. Esta tese difere da generalidade dos estudos realizados focando-se apenas no IDE direcionado ao setor dos bens transacionáveis. Os resultados sugerem que países com um grande mercado interno, uma maior

APA, Harvard, Vancouver, ISO, and other styles

15

Brito, Hugo Miguel de Jesus. "Econometric study of alternative operators' investment decisions." Master's thesis, Instituto Superior de Economia e Gestão, 2012. http://hdl.handle.net/10400.5/10796.

Full text

Abstract:

Mestrado em Econometria Aplicada e Previsão<br>A relação entre a intervenção regulatória, as decisões de investimento dos operadores alternativos e o grau de concorrência nos mercados de comunicações eletrónicas tem sido intensamente discutida. O debate centra-se na possibilidade de obter um compromisso entre concorrência baseada em serviços e concorrência baseada em infraestruturas. A teoria da escada do investimento defende a conciliação destes dois objetivos pela intervenção adequada do regulador. Usando uma base de dados bastante completa e atendendo às fragilidades apontadas a outros est

APA, Harvard, Vancouver, ISO, and other styles

16

Ladrón, de Guevara Cortés Rogelio. "Techniques For Estimating the Generative Multifactor Model of Returns in a Statistical Approach to the Arbitrage Pricing Theory. Evidence from the Mexican Stock Exchange." Doctoral thesis, Universitat de Barcelona, 2016. http://hdl.handle.net/10803/386545.

Full text

Abstract:

This dissertation focuses on the estimation of the generative multifactor model of returns on equities, under a statistical approach of the Arbitrage Pricing Theory (APT), in the context of the Mexican Stock Exchange. Therefore, this research takes as frameworks two main issues: (i) the multifactor asset pricing models, specially the statistical risk factors approach, and (ii) the dimension reduction or feature extraction techniques: Principal Component Analysis, Factor Analysis, Independent Component Analysis and Non-linear Principal Component Analysis, utilized to extract the underlying syst

APA, Harvard, Vancouver, ISO, and other styles

17

Savanhu, Tatenda. "Financial liberalization, financial development and economic growth: the case for South Africa." Thesis, Rhodes University, 2012. http://hdl.handle.net/10962/d1006197.

Full text

Abstract:

Financial liberalization in South Africa was a process that took the form of various legal reforms very a long period of time. This study uses quarterly financial data from 1969 quarter one to 2009 quarter four to analyse this process. The data used was pertinent to the financial liberalization theorem by McKinnon (1973) and Shaw (1973). The examination of the relationships between the various macro economic variables has important implications for effective policy formulation. The empirical analysis is carried out in four phases: the preliminary analysis, the principal component analysis (PCA

APA, Harvard, Vancouver, ISO, and other styles

18

Fischer, Manfred M., Nico Pintar, and Benedikt Sargant. "Austrian Outbound Foreign Direct Investment in Europe: A spatial econometric study." The Romanian Regional Science Association, 2016. http://epub.wu.ac.at/5118/1/V1011.MMFischer.pdf.

Full text

Abstract:

This paper focuses on Austrian outbound foreign direct investment (FDI, measured by sales of Austrian affiliates abroad) in Europe over the period 2009-2013, using a spatial Durbin panel data model specification with fixed effects, and a spatial weight matrix based on the first-order contiguity relationship of the countries and normalised by its largest eigenvalue. Third-country effects essentially enter the empirical analysis in two major ways: first, by the endogenous spatial lag on FDI (measured by FDI into markets nearby the host country), and, sec

APA, Harvard, Vancouver, ISO, and other styles

19

Tchórzewska, Kinga Barbara. "Essays on Environmental Policy and Green Investment." Doctoral thesis, Universitat de Barcelona, 2020. http://hdl.handle.net/10803/670051.

Full text

Abstract:

This PhD thesis provides abundant empirical evidence on the effectiveness of environmental policy instruments alone and as a policy-mix, looking at its effect on green investment and employment. Finally, it also studies the social welfare outcomes of the implementation of the two environmental policy instruments – environmental taxes and public financing. The most direct and obvious conclusion that can be extracted from this thesis is that properly designed policy-instruments are necessary to incentivise firms to invest in green technologies, especially if we want to encourage investment in cl

APA, Harvard, Vancouver, ISO, and other styles

20

Lenza, Michèle. "Essays on monetary policy, saving and investment." Doctoral thesis, Universite Libre de Bruxelles, 2007. http://hdl.handle.net/2013/ULB-DIPOT:oai:dipot.ulb.ac.be:2013/210659.

Full text

Abstract:

This thesis addresses three relevant macroeconomic issues: (i) why<p>Central Banks behave so cautiously compared to optimal theoretical<p>benchmarks, (ii) do monetary variables add information about<p>future Euro Area inflation to a large amount of non monetary<p>variables and (iii) why national saving and investment are so<p>correlated in OECD countries in spite of the high degree of<p>integration of international financial markets.<p><p>The process of innovation in the elaboration of economic theory<p>and statistical analysis of the data witnessed in the last thirty<p>years has greatly enric

APA, Harvard, Vancouver, ISO, and other styles

21

Costola, Michele. "Essays in Financial Econometrics." Doctoral thesis, Università degli studi di Padova, 2013. http://hdl.handle.net/11577/3423452.

Full text

Abstract:

The present doctoral thesis covers different aspects in the financial econometrics area. In particular, the research focuses on the heterogeneous agents in the market (rational and behavioural), the performance measures related to this type of agents and, more generally, the asset evaluation within a portfolio selection framework. Further, the time varying dependence among the financial markets is also considered. In general, the financial markets represent one of the main indicators for the dynamics of the business cycle as noted by Siegel (1991). Viceversa, Hamilton and Lin (1998), for exa

APA, Harvard, Vancouver, ISO, and other styles

22

Chen, Hongqing. "An Empirical Study on the Jump-diffusion Two-beta Asset Pricing Model." PDXScholar, 1996. https://pdxscholar.library.pdx.edu/open_access_etds/1325.

Full text

Abstract:

This dissertation focuses on testing and exploring the usage of the jump-diffusion two-beta asset pricing model. Daily and monthly security returns from both NYSE and AMEX are employed to form various samples for the empirical study. The maximum likelihood estimation is employed to estimate parameters of the jump-diffusion processes. A thorough study on the existence of jump-diffusion processes is carried out with the likelihood ratio test. The probability of existence of the jump process is introduced as an indicator of "switching" between the diffusion process and the jump process. This new

APA, Harvard, Vancouver, ISO, and other styles

23

Au, Po-shu. "The evolution of multinational enterprises : a four-level hierarchy of needs model and econometric analysis of determinants of the Hong Kong SAR as an international investment location /." Hong Kong : University of Hong Kong, 2001. http://sunzi.lib.hku.hk/hkuto/record.jsp?

Full text

APA, Harvard, Vancouver, ISO, and other styles

24

Asare, Nyamekye. "Essays on Time-Varying Volatility and Structural Breaks in Macroeconomics and Econometrics." Thesis, Université d'Ottawa / University of Ottawa, 2018. http://hdl.handle.net/10393/37179.

Full text

Abstract:

This thesis is comprised of three independent essays. One essay is in the field of macroeconomics and the other two are in time-series econometrics. The first essay, "Productivity and Business Investment over the Business Cycle", is co-authored with my co-supervisor Hashmat Khan. This essay documents a new stylized fact: the correlation between labour productivity and real business investment in the U.S. data switching from 0.54 to -0.1 in 1990. With the assistance of a bivariate VAR, we find that the response of investment to identified technology shocks has changed signs from positive to neg

APA, Harvard, Vancouver, ISO, and other styles

25

Galgau, Olivia. "Essays in international economics and industrial organization." Doctoral thesis, Universite Libre de Bruxelles, 2006. http://hdl.handle.net/2013/ULB-DIPOT:oai:dipot.ulb.ac.be:2013/210773.

Full text

Abstract:

The aim of the thesis is to further explore the relationship between economic integration and firm mobility and investment, both from an empirical and a theoretical perspective, with the objective of drawing conclusions on how government policy can be used to strengthen the positive impact of integration on investment, which is crucial in moving and maintaining countries at the forefront of the technology frontier and accelerating economic growth in a world of rapid technical change and high mobility of ideas, goods, services, capital and labor.<p>The first chapter aims to bring together the l

APA, Harvard, Vancouver, ISO, and other styles

26

Farahmand, Kristyn P. "An Investigation into the Differences of Investment Decisions and Risk Aversion between Genders in the United States for 401(k) Accounts." Thesis, Boston College, 2008. http://hdl.handle.net/2345/574.

Full text

Abstract:

Thesis advisor: Alicia Munnell<br>Thesis advisor: Tony Webb<br>Risk level of investments helps to determine investment return in the long run. Consequently, it is important to understand how investors determine their acceptable level of risk. Previous studies have suggested that women have a lower risk tolerance in investing than men. This is troubling because it means that women are likely to make lower returns on investments than men. This difference in acceptable risk could lead to income inequality between men and women during retirement as people rely on wealth generated from investments

APA, Harvard, Vancouver, ISO, and other styles

27

Wong, Siu-kei, and 黃紹基. "The performance of property companies in Hong Kong: a style analysis approach." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 2003. http://hub.hku.hk/bib/B26720401.

Full text

APA, Harvard, Vancouver, ISO, and other styles

28

Ngomba, Peter Njoh. "The developmental impact of public investment in education, science and technology in Cameroon, 1960-1980 /." Thesis, McGill University, 1987. http://digitool.Library.McGill.CA:80/R/?func=dbin-jump-full&object_id=75784.

Full text

Abstract:

Linking education, science and technology with national development is a subject of increasing concern in many developing countries. In this dissertation, we have studied empirically the contribution, or lack of it, which public investment in education, science and technology has made to the attainment of development objectives in Cameroon since 1960. Using a small computable macroeconometric model of Cameroon incorporating some major relevant quantitative aspects of the knowledge sector, we have investigated the effects on that sector and on the overall economic system of increased education-

APA, Harvard, Vancouver, ISO, and other styles

29

O'Grady, Thomas A. "The profitability of technical analysis and stock returns from a traditional and bootstrap perspective : evidence from Australia, Hong Kong, Malaysia and Thailand." Thesis, Edith Cowan University, Research Online, Perth, Western Australia, 2012. https://ro.ecu.edu.au/theses/506.

Full text

Abstract:

This research questions whether technical trading rules can help predict stock price movements for a sample of stocks selected from four equity markets from the Asia-Pacific region: Australia, Malaysia, Hong Kong and Thailand for the period 1989-2008. The research is split into two stages. Stage-1 of the research tests the predictability of technical trading rules against a buyand- hold strategy. The variable moving average (VMA), fixed moving average (FMA) and the trading range break (TRB) trading rules are applied to this research. Economic predictability of these rules is examined by compar

APA, Harvard, Vancouver, ISO, and other styles

30

Kamps, Christophe. "The dynamic macroeconomic effects of public capital : theory and evidence for OECD countries /." Berlin [u.a.] : Springer, 2004. http://www.loc.gov/catdir/toc/fy054/2004114864.html.

Full text

APA, Harvard, Vancouver, ISO, and other styles

31

Leibrecht, Markus, and Aleksandra Riedl. "Taxes and infrastructure as determinants of Foreign Direct Investment in Central and Eastern European Countries revisited: New evidence from a spatially augmented gravity model." WU Vienna University of Economics and Business, 2010. http://epub.wu.ac.at/2949/1/workingpaper42_leibrecht_online.pdf.

Full text

Abstract:

A bulk of empirical literature has emerged that explores the role of various location factors as determinants of Foreign Direct Investment (FDI) in Central and Eastern European Countries (CEECs). A notable feature of these studies is that their empirical approaches abstract from third-country (spatial) effects in FDI across the home and host country dimensions. Neglecting these effects could bias results concerning the role of location factors for attracting FDI. This in turn may lead to misguided economic policy conclusions. The current paper adds to the literature by applying the recently p

APA, Harvard, Vancouver, ISO, and other styles

32

Barbosa, Claudio Alan de Melo. "Análise comparativa dos modelos CAPM tradicional e condicional : um estudo de caso do clube de investimento AIVALE." Universidade Federal do Espírito Santo, 2009. http://repositorio.ufes.br/handle/10/5974.

Full text

Abstract:

Made available in DSpace on 2016-12-23T14:00:35Z (GMT). No. of bitstreams: 1 Claudio Alan de Melo Barbosa.pdf: 683323 bytes, checksum: 3c62dfb6f8485d96f9af6530abda3312 (MD5) Previous issue date: 2009-06-17<br>O Modelo de Precificação de Ativos Financeiros (CAPM) compara ou correlaciona os retornos da ação individual com os retornos de mercado pelo índice de risco chamado Beta. O mercado é um padrão ou denominador comum para a obtenção do que é conhecido como risco não diversificável, também chamado, de risco sistêmico. De forma que foi realizado um estudo comparativo entre dois tipos de prec

APA, Harvard, Vancouver, ISO, and other styles

33

Roig, Hernando Jaume. "Análisis e inversión en el mercado inmobiliario desde una perspectiva conductual." Doctoral thesis, Universitat Politècnica de Catalunya, 2015. http://hdl.handle.net/10803/288316.

Full text

Abstract:

The increasing interest in the real estate investment has led to the emergence of new real estate investment vehicles, adding more complexity to the real estate market which increasingly resembles to financial markets. Academic research regarding real estate market, from a financial perspective, has been developed, essentially, considering modern finanance theories. Nevertheless, a new trend of thought named behavioural finance that assume the market inefficiency as well as the irrationality of market, and develope models based on individuals' behaviour. This doctoral thesis applies behavioura

APA, Harvard, Vancouver, ISO, and other styles

34

DI, NOIA JLENIA. "Potere di Mercato, Innovazione e Finanziarizzazione." Doctoral thesis, Università Cattolica del Sacro Cuore, 2021. http://hdl.handle.net/10280/108954.

Full text

Abstract:

Questa tesi studia le cause e le implicazioni di due fenomeni in particolare: la finanziarizzazione e la digitalizzazione. Nello specifico, il primo capitolo contiene un'analisi empirica sulle determinanti del Surplus Wealth delle società (una misura del potere di mercato) e dell’impatto degli investimenti finanziari sugli investimenti in capitale. Complessivamente, i risultati supportano l'evidenza sulla shareholders' value orientation; in media, i profitti finanziari sembrano favorire sia gli investimenti in capitale fisico che intangibile, mentre emerge un effetto trade-off tra questi ultim

APA, Harvard, Vancouver, ISO, and other styles

35

WAGENVOORT, Rien J. L. M. "Robust estimation of panel data : with an application to investment equations." Doctoral thesis, 1998. http://hdl.handle.net/1814/5108.

Full text

Abstract:

Defence date: 9 October 1998<br>Examining board: Prof. Giampiero Gallo, University of Florence ; Prof. Luigi Guiso, Ente Einaudi, Rome ; Prof. Teun Kloek, Erasmus University Rotterdam ; Prof. Costas Meghir, University College London ; Prof. Robert Waldmann, EUI and IGIER, Milan, Supervisor<br>First made available online in 2012.<br>Testing economic theory on the basis of available data sets through econometric modelling is only legitimate if each condition of the entire collection of underlying assumptions is satisfied. This, at first glance obvious, statement has more implications than many o

APA, Harvard, Vancouver, ISO, and other styles

36

GNUTZMANN-MKRTCHYAN, Arevik. "Essays on the economics of trade agreements." Doctoral thesis, 2014. http://hdl.handle.net/1814/34561.

Full text

Abstract:

Defence date: 6 October 2014<br>Examining Board: Professor Piero Gottardi, European University Institute (Supervisor); Professor Bernard Hoekman, European University Institute; Professor Marcelo Olarreaga, University of Geneva; Professor Natalya Volchkova, New Economic School, Moscow.<br>Originally published under unmarried name MKRTCHYAN, Arevik.<br>The world trading system is governed through an ever expanding web of trade agreements, which subtly but powerfully determine the terms of market competition and how rents are distributed between countries, firms and consumers. This thesis studies

APA, Harvard, Vancouver, ISO, and other styles

37

"Coordination failure and the high tech industry." Chinese University of Hong Kong, 1995. http://library.cuhk.edu.hk/record=b5888433.

Full text

Abstract:

Yau Cheuk Man.<br>Thesis (M.Phil.)--Chinese University of Hong Kong, 1995.<br>Includes bibliographical references (leaves 46-47).<br>Lists of figure --- p.iii<br>Acknowledgment --- p.iv<br>Chapter<br>Chapter 1 --- Introduction --- p.1<br>Chapter 2 --- Model1 --- p.6<br>Chapter 2.1 --- The basic model --- p.7<br>Chapter 2.2 --- The modified model --- p.11<br>Chapter 2.3 --- Coordination policy --- p.19<br>Chapter 2.4 --- Capital mobility --- p.21<br>Chapter 3 --- Model2 --- p.23<br>Chapter 3.1 --- The basic model --- p.24<br>Chapter 3.2 --- The modified model --- p.28<br>Chapter 3.3

APA, Harvard, Vancouver, ISO, and other styles

38

"Legal determinants of the entry modes of foreign direct investment: a study of US outward FDI." 2005. http://library.cuhk.edu.hk/record=b5892594.

Full text

Abstract:

Law Wing Fai.<br>Thesis (M.Phil.)--Chinese University of Hong Kong, 2005.<br>Includes bibliographical references (leaves [151]-156).<br>Abstracts in English and Chinese.<br>ABSTRACT --- p.I<br>摘要 --- p.II<br>ACKNOWLEDGEMENT --- p.III<br>TABLE OF CONTENTS --- p.IV<br>Chapter CHAPTER ONE --- INTRODUCTION --- p.1<br>Background --- p.1<br>Purpose --- p.3<br>Organization --- p.4<br>Chapter CHAPTER TWO --- REVIEW OF THEORIES AND LITERATURE --- p.5<br>The Literature on Foreign Direct Investment --- p.5<br>The Literature on Legal Issues --- p.10<br>Chapter CHAPTER THREE --- METHODOLOGY ---

APA, Harvard, Vancouver, ISO, and other styles

39

Chaudhry, Ashraf. "Quantitative performance evaluation of benchmarked active funds." Phd thesis, 2005. http://hdl.handle.net/1885/151357.

Full text

APA, Harvard, Vancouver, ISO, and other styles

40

Mpakama, Sinovuyo Lusanda. "An empirical assessment of the key drivers of sovereign bond yields in South Africa: it’s not just about fundamentals." Thesis, 2017. https://hdl.handle.net/10539/24702.

Full text

Abstract:

Thesis (M.Com. (Business Finance))--University of the Witwatersrand, Faculty of Commerce, Law and Management, School of Economic and Business Sciences, 2017<br>The writer studies the short-run determinants of bond yield volatility in South Africa (SA) by analyzing the impact that global factors –representing global funding conditions – have on the changes to the rand denominated generic 10-year government bond yield (SAGB). This is followed by a one-period forward forecast of this volatility. The explanatory variables tested in this study are as follows: net bond purchases by foreign i

APA, Harvard, Vancouver, ISO, and other styles

41

Mahembe, Edmore. "Foreign direct investment inflows and economic growth in SADC countries : a panel data approach." Diss., 2014. http://hdl.handle.net/10500/14232.

Full text

Abstract:

This dissertation examines the causal relationship between inward foreign direct investment (FDI) and economic growth (GDP) in SADC countries. The study investigates, within a panel data context, whether causation is short-term, long-term or both; and explores whether the causal relationship between the two variables differs according to income level. The study covered a panel of 15 SADC countries over the period 1980-2012. In order to assess whether the causal relationship between FDI inflows and economic growth is dependent on the level of income, the study divided the SADC countries i

APA, Harvard, Vancouver, ISO, and other styles

42

Brewbaker, Paul H. "Dynamic models of Hawaiʻi hotel investment". Thesis, 2004. http://proquest.umi.com/pqdweb?index=0&did=765924051&SrchMode=1&sid=2&Fmt=2&VInst=PROD&VType=PQD&RQT=309&VName=PQD&TS=1233272674&clientId=23440.

Full text

APA, Harvard, Vancouver, ISO, and other styles

43

Chakravorty, Ujjayant. "Optimal resource allocation, pricing, investment and market structure under a spatial externality : the case of irrigation." Thesis, 1989. http://hdl.handle.net/10125/9214.

Full text

APA, Harvard, Vancouver, ISO, and other styles

44

Raguragavan, Jananee. "Foreign direct investment and its impact on the New Zealand economy : cointegration and error correction modelling techniques : a thesis presented in partial fulfilment of the requirements for the degree of Doctor of Philosophy in Economics at Massey University, New Zealand." 2004. http://hdl.handle.net/10179/1644.

Full text

Abstract:

Ongoing globalisation has resulted in more liberalisation, integration, and competition among countries. An upshot of this has been higher levels of cross-border investment. Foreign direct investment (FDI), long considered an engine of growth, has led to widespread probe with its recent rapid spread. Nevertheless, while research on the contribution of FDI to host countries has concentrated heavily on the developed and developing economies, there has been a marked neglect of small, developed economies. This study proposes to focus on New Zealand, a country that falls within the latter category.

APA, Harvard, Vancouver, ISO, and other styles

45

Kangwanpornsiri, Kanjanee. "A macroeconomic model of differential growth effects of national sectoral saving and foreign borrowing : an application to Thai data." Thesis, 1985. http://hdl.handle.net/10125/9610.

Full text

APA, Harvard, Vancouver, ISO, and other styles

46

"Essays on the macroeconomics of saving." 2013. http://library.cuhk.edu.hk/record=b5549740.

Full text

Abstract:

本論文集收錄了三篇關於儲蓄的宏觀經濟學及其相關領域的文章。<br>第一篇文章討論儲蓄和跨期替代問題。在這篇文章中我們研究在新古典增長模型中，當採用不為1的要素替代彈性和非常數的跨期替代彈性時產生不同的儲蓄動態的問題。使用一般化的效用函數和生產函數，我們的結論覆蓋了現實中的各種儲蓄率變化形式，包括單調遞增、遞減、鐘形和U型。在此我們使用Stone-Geary效用函數和CES生產函數作為一個特例來說明問題。使用相點陣圖分析方法，我們得出了可以導致不同儲蓄率動態的充分和必要條件。我們的數量測驗支持理論的結果。作為一個擴展，接下來我們討論了連續時間OLG模型中的儲蓄率動態。當放鬆偏好和技術兩方面的假設時，我們依然得出了類似於新古典模型的豐富的儲蓄率動態。<br>第二篇文章是一個關於可變IES假設的經驗研究。在這篇文章中我們研究了跨期替代彈性的跨國差異，以及在某一特定國家的增長路徑中其可能的變化。在估計中我們使用了不同形式的歐拉方程模型，尤其是具有Stone-Geary效用形式的約束條件的模型。我們使用東亞和南亞國家面板資料的研究不能拒絶遞增IES的假設。使用兩個典型亞洲國家：日本和韓國的時間序列研究也得出了IES在經濟增長過程中遞增的結論。這一結果給第一章中的理論發現提供了經驗支持，與這些國家的儲蓄率動態變化情況也是相吻合的。<br>第三篇文章在一個具有不對稱生產技術的兩國開放經濟模型中採

APA, Harvard, Vancouver, ISO, and other styles

47

"Study on forward premium puzzle." Thesis, 2007. http://library.cuhk.edu.hk/record=b6074212.

Full text

Abstract:

Existing literature reports a puzzle about the forward foreign exchange rate premium over the spot foreign exchange rate. The premium is often negatively correlated with subsequent changes in the spot rate, which is considered to defy economic intuition and possibly violate market efficiency. Rational explanations include non-stationary risk premia and econometric misspecifications, and the puzzle as a guide to profitable trading. Actually, the puzzle consists of three aspects of anomalies: volatility, persistence, and unbiasedness. The puzzle has not yet solved fully thus far.<br>In the latte

APA, Harvard, Vancouver, ISO, and other styles

48

"Essays on household consumption and household saving behavior of Chinese urban residents." Thesis, 2007. http://library.cuhk.edu.hk/record=b6074440.

Full text

Abstract:

The first essay uses Chinese Urban Household Survey (CUHS) data from 1988 to 2003 to conduct a cohort analysis of household income, household consumption, and household saving rate, and then uses synthetic panel data to explore the determinants of household saving rate. The cohort analysis not only offers stylized patterns of age profiles on household income, household consumption, and household saving rate but also their profiles of cohort effect and age effect by decomposition work. The cohort analysis likewise tests the relation between cohort effect and productivity growth. Overall, the em

APA, Harvard, Vancouver, ISO, and other styles

49

WU, ZHAO-RONG, and 吳肇榮. "Prediction of investment performance of Taiwan stock market : application of econometric analysis (discriminant analysis, probit model and logit model)." Thesis, 1992. http://ndltd.ncl.edu.tw/handle/40113559142910856170.

Full text

APA, Harvard, Vancouver, ISO, and other styles

50

Kinugasa, Tomoko. "Life expectancy, labor force, and saving." Thesis, 2004. http://proquest.umi.com/pqdweb?index=0&did=765934111&SrchMode=2&sid=1&Fmt=2&VInst=PROD&VType=PQD&RQT=309&VName=PQD&TS=1233338379&clientId=23440.

Full text

APA, Harvard, Vancouver, ISO, and other styles

We offer discounts on all premium plans for authors whose works are included in thematic literature selections. Contact us to get a unique promo code!