Now showing items 1-6 of 6
Pricing, hedging and testing risky assets in financial markets
State price density (SPD) and stochastic discount factor (SDF) are important elements in asset pricing. In this thesis, I first propose to use projection pursuit regression (PPR) and local polynomial regression (LPR) to ...
Three essays on the size and contribution of intangible investment to the overall capital stock
This thesis aims to contribute to a better understanding of the overall magnitude of intangible investment and the impact of this intangible investment on the behavior of the capital stock and on the value of capital ...
A macroeconomic study of the costs, consequences and policy implications of sectorial labour reallocation
This thesis uses a macroeconomic approach to study labour adjustments following sector-specific shocks. I develop a general model, investigate its dynamic adjustment process and apply it to study the Canadian economy in ...
Credit Risk, Insurance and Banking: A Study of Moral Hazard and Asymmetric Information
This dissertation investigates agency problems within risk transfer contracts. We pay particular attention to the consequences of credit risk transfer in the context of banking. The first two chapters provide an introduction ...
International trade, foreign direct investment and productivity : an empirical investigation
This dissertation investigates the effects of foreign direct investment (FDI) and international trade on firm level decisions and examines the effect of policy changes on aggregate productivity and welfare in open economies. ...
IMPROVED DOCUMENT SUMMARIZATION AND TAG CLOUDS VIA SINGULAR VALUE DECOMPOSITION
Automated summarization is a difficult task. World-class summarizers can provide only "best guesses" of which sentences encapsulate the important content from within a set of documents. As automated systems continue to ...