Essays in financial economics : terror, consumption, and investment, currency options and liquidity premium, and purchasing power parity

Essays in financial economics : terror, consumption, and investment, currency options and liquidity premium, and purchasing power parity

Thesis (Ph. D.)--Massachusetts Institute of Technology, Dept. of Economics, 2004.

Bibliographic Details
Main Author:	HajYehia, Samer
Other Authors:	Whitney Newey and Jerry Hausman.
Format:	Thesis
Language:	eng
Published:	Massachusetts Institute of Technology 2005
Subjects:	Economics.
Online Access:	http://hdl.handle.net/1721.1/29432

Similar Items

Re-examing purchasing power parity for East-Asian currencies : 1976-2002.
by: Baharumshah, Ahmad Zubaidi, et al.
Published: (2008)

Essays on the risk premium in the U.S. financial market
by: SaitÅ , Makoto
Published: (2005)

Essays on macroeconomics and risk premium
by: Silva, Dejanir Henrique
Published: (2016)

Currency crises and purchasing power parity in the asian countries: evidence based on second-generation panel unit-root tests
by: Siew, Voon Soon, et al.
Published: (2017)

Implied volatility asymmetries in currency options.
by: Lee, Swee Chee., et al.
Published: (2008)

The valuation of currency options by fractional Brownian motion
by: Shokrollahi, Foad, et al.
Published: (2016)

Bid-Ask spread determinants of currency options.
by: Chin, Min Hua., et al.
Published: (2008)

Intranational purchasing power parity: evidence for Malaysia
by: Lee, Chin, et al.
Published: (2011)

Purchasing power parity and free trade area.
by: Lee, Chin
Published: (2010)

Non-Traded Goods And Purchasing Power Parity
by: Perpustakaan UGM, i-lib
Published: (2007)

Estimating the Early Exercise Premium of American Put Index Options
by: Doffou, Ako
Published: (2009)

Valuing the premium in Chinese stock markets using exchange options
by: Curley, Peter J. (Peter Joseph)
Published: (2009)

Liquidity premium in global corporate bonds.
by: Hu, Enwei., et al.
Published: (2011)

The purchasing power parity persistence paradigm in emerging markets
by: Cerrato, Mario, et al.
Published: (2007)

Purchasing power parity in Central and Eastern European countries.
by: Baharumshah, Ahmad Zubaidi, et al.
Published: (2008)

Purchasing-Power Parity: Its Nature, Deviations, And Implications For International Financial Management
by: Perpustakaan UGM, i-lib
Published: (1994)

Optimal portfolio diversification in the Asia-Pacific region incorporating currency risk and interest rate term premiums
by: Kaw, Kelvin Jon Wua, et al.
Published: (2008)

The Islamic hedging management: Paving the way for innovation in currency options
by: Nordin, Nadhirah, et al.
Published: (2014)

Pricing currency options by generalizations of the mixed fractional brownian motion
by: Shokrollahi, Foad
Published: (2016)

Empirical test on the put-call parity for the S&P 500 index options
by: Koh Wai Mun, Chin Szu Yi, Lee Kum Sun
Published: (2014)

Measuring the purchasing power of major currencies from OPEC's viewpoint
by: Dailami, Mansoor
Published: (2006)

Greeks and partial differential equations for some pricing currency options models
by: Shokrollahi, Foad, et al.
Published: (2015)

Optimization models for foreign exchange rate hedging using currency options
by: Spitz, David Evan
Published: (2006)

Essays on innovation, central bank digital currency and asset pricing
by: George, Ammu
Published: (2020)

Diamonds as an investment option
by: Shun, Herman Han-Ming, et al.
Published: (2013)

Impact of the currency crisis on ASEAN's trade and investment pattern.
by: Low, Kwek Voon., et al.
Published: (2008)

New panel unit root and cointegration tests of purchasing power parity
by: Cerrato, Mario
Published: (2003)

Purchasing Power Parity Revisit: A Comparison of Linear and Nonlinear Models
by: Baharumshah, Ahmad Zubaidi, et al.
Published: (2006)

Fiscal Multipliers: Liquidity Traps and Currency Unions
by: Farhi, Emmanuel, et al.
Published: (2012)

Pricing currency option in a mixed fractional Brownian motion with jumps environment
by: Shokrollahi, Foad, et al.
Published: (2014)

Implied volatility as an estimator or realised volatility an investigation using OTC currency options
by: Chew, Chung Han., et al.
Published: (2008)

A non-parametric cointegration test of purchasing power parity: the case of Malaysia
by: Lee, Hock Ann, et al.
Published: (2004)

Purchasing power parity and efficiency of black market exchange rate in African countries
by: Baharumshah, Ahmad Zubaidi, et al.
Published: (2011)

A study on the short and long run determinants of purchasing power parity in Malaysia
by: Abu Hassan Asari, Fadli Fizari, et al.
Published: (2011)

Purchasing power parity in African countries: evidence from panel SURADF test
by: Baharumshah, Ahmad Zubaidi, et al.
Published: (2010)

Revisiting the test of purchasing power parity and structural breaks of East Asian countries
by: Yahya, Mohamed Hisham, et al.
Published: (2011)

Purchasing power parity theory testing :: Case study IDR-USD movement
by: , SUPARWADI, et al.
Published: (2002)

Comparison of global income distributions based on purchasing power parity and exchange rates.
by: Khoo, Gin Lin., et al.
Published: (2008)

The new option view of investment
by: Dixit, Avinash K., et al.
Published: (2009)

Options, the value of capital, and investment
Published: (2003)