• Essays in financial macroeconomics 

    Arjmandi, Mohammad Nabi (University of Missouri--Columbia, 2023)
    This dissertation delves into critical aspects of financial markets and intermediaries, shedding light on optimal portfolio rebalancing strategies in the presence of cash distributions and transaction costs, as well as the ...
  • Growth and volatility in inter- and intra-national data 

    Pereyra, Martin, 1976- (University of Missouri--Columbia, 2008)
    Growth and economic fluctuations are negatively correlated at the country level. Least developed countries measures of output volatility are almost double the size of the developed countries counterpart. This paper provides ...
  • Investigating a countercyclical price level with procyclical inflation 

    Roeger, Edward A. (University of Missouri--Columbia, 2007)
    [ACCESS RESTRICTED TO THE UNIVERSITY OF MISSOURI AT AUTHOR'S REQUEST.] Recent work of the last 15 years has sought to revaluate what are often thought of as consistent business cycle facts, and one of these in particular ...
  • Pricing to market when exchange rate changes and output level matters 

    Seo, Ok-Sun, 1975- (University of Missouri--Columbia, 2006)
    This dissertation clarifies the definition of Pricing to Market (PTM) and formalizes the definition. PTM in this paper focuses on the relative movements of prices in different markets, conditional on exchange rate movements. ...