Economics & Finance: Recent submissions
Now showing items 76-80 of 109
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Sequential action and beliefs under partially observable DSGE environments
(2012) - Journal articleThis paper introduces a classification of DSGEs from a Markovian perspective, and positions the class of POMDP (Partially Observable Markov Decision Process) to the center of a generalization of linear rational expectations ... -
Calibration of the chaotic interest rate model
(University of St Andrews, 2010-11-30) - ThesisIn this thesis we establish a relationship between the Potential Approach to interest rates and the Market Models. This relationship allows us to derive the dynamics of forward LIBOR rates and forward swap rates by modelling ... -
Essays on responsible investment, research output analyses and investment performance evaluation
(University of St Andrews, 2010) - ThesisThis thesis includes four essays, of which each comprises two original contributions. Based on this thesis’ eight contributions, we add knowledge or understanding to the literatures on responsible investment, research ... -
Three empirical essays on determinants of industry and investment location patterns in the context of economic transition and regional integration : the evidence from Central and Eastern European countries
(University of St Andrews, 2011-06) - ThesisThe factor determinants of industry and investment location patterns in transition economies can be expected to differ from those frequently observed in developed countries. Historically, centrally planned economies have ... -
Empirical market microstructure of the FTSEurofirst index futures
(University of St Andrews, 2010-05) - ThesisThis thesis is among the first market microstructure studies of an index futures market with designated market makers in the academic literature. The purpose of this thesis is to investigate intraday patterns of key ...