Search for dissertations about: "Intertemporal diversification"
Found 3 swedish dissertations containing the words Intertemporal diversification.
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1. Financial Applications of Markov Chain Monte Carlo Methods
Abstract : This thesis consists of four empirical studies on financial economics. The first chapter contains a short summary of the thesis. READ MORE
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2. The Treasurer's Guide to the Municipality : Essays on Sub-Sovereign Finance
Abstract : This thesis presents a comprehensive empirical analysis of the current state of Swedish sub-sovereign finance from multiple perspectives, starting from the local and moving to the national. Financial risks may occur in a long line of financial obligations and transactions. READ MORE
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3. Essays on exchange rates and international finance
Abstract : This dissertation consists of three essays. Essay 1: Common Trends in Prices and Exchange Rates – Tests of Long-Run Purchasing Power Parity. This essay examines the empirical validity of long-run purchasing power parity by means of multivariate cointegration tests due to Johansen (1988, 1991a). READ MORE