Browsing Department of Economics (MU) by Thesis Semester "2011 Summer"
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Econometric methods for improved measures of financial risk
(University of Missouri--Columbia, 2011)Faced with the current financial crisis, several US and foreign banks and investment firms have failed due to excessive losses. The Value-at-Risk (VaR) was a widely-used risk model that was problematic. We evaluate competing ... -
Empirical inference for online auctions
(University of Missouri--Columbia, 2011)[ACCESS RESTRICTED TO THE UNIVERSITY OF MISSOURI AT REQUEST OF AUTHOR.] This dissertation consists of three essays. The first essay adopts the survival analysis to empirically analyze a new auction format, pay-per-bid ... -
How monetary policy influences the lending to small business : an empirical study on relationship banking using a Korean bank data set
(University of Missouri--Columbia, 2011)This study examines the influence of the monetary policy on bank lending to small business in Korea using a unique loan panel data set of firms. We analyze the dynamics of monetary policy transmission in an environment of ...