Sun, Yucheng (Date of defense: 2017-03-16)
Based on high-frequency price data, this thesis focuses on estimating the realized covariance and the integrated volatility of asset prices, and applying volatility estimation to price jump detection. ...
Tang, Haozhou (Date of defense: 2017-12-11)
This thesis aims to better understand the interplay between financial markets and firm dynamics. In the first chapter I study the firm-level implications of asset bubbles. I relax the no-Ponzi-game ...
Perdomo Strauch, Alvaro Andrés (Date of defense: 2017-02-01)
This dissertation uses an experimental approach to analyze the behavior of people in controlled environments based in different theoretical issues of relatively recent discussion in macroeconomic theory. ...
Morron Salmeron, Adrià (Date of defense: 2017-05-30)
The existence of transportation costs gives labor markets a local dimension. In particular, the well-documented existence of agglomeration economies creates a positive correlation between a city's size ...
Stoerk, Thomas (Date of defense: 2017-04-24)
This thesis consists of three chapters that investigate environmental policy questions from an empirical point of view. Chapter 1 examines the trustworthiness of official air pollution data sources for ...
Maertens Odría, Luis R. (Date of defense: 2017-07-03)
This thesis is composed of three independent essays. In the first chapter, I analyze the effect of a biofuel-favorable policy in the U.S. on fetal health. I show that the policy led to an expansion in ...
Hernández-Pizarro, Helena M. (Date of defense: 2017-10-27)
This thesis analyses the effects of expanding public Long-Term Care (LTC) benefits in Spain, using three different approaches. In the first chapter, I estimate the impact of public LTC allowances on ...
Stojić, Hrvoje (Date of defense: 2017-01-17)
This thesis consists of three studies investigating the strategy selection problem and the role of function learning in human decision making. Chapter 1 examines how people learn which decision strategy ...
Petrella, Andrea (Date of defense: 2017-11-06)
This thesis investigates different aspects of firm behavior. In the first chapter I study if the quality of civil justice affects the firms’ participation to Global Value Chains. I find that firms ...
Lombardi, María (Date of defense: 2017-09-12)
This thesis is composed of three independent articles. The first chapter studies a nationwide teacher pay-for-performance program in Peru, and shows that it had a precisely estimated null impact on ...