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Filtering by: Creator XIa, Shixiang Remove constraint Creator: XIa, Shixiang Resource type Dissertation Remove constraint Resource type: Dissertation
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  • Essays in Financial Economics

    2514nk898?file=thumbnail
    Description:
    Chapter 1 proposes a parsimonious two-country, two-good, and complete-market model featuring heterogeneous beliefs to address the Backus-Smith, volatility, and forward premium puzzles in international finance. The presence of the time-varying difference in beliefs has direct and indirect effects on equilibrium exchange rates. The direct effect appears as a wedge in...
    Subject:
    Finance
    Creator:
    XIa, Shixiang
    Owner:
    Scholarly Digital Publishing
    Language:
    en
    Date Uploaded:
    01/21/2021
    Date Created:
    2020-01-01
    Resource Type:
    Dissertation
    Alternate Identifier:
    http://dissertations.umi.com/northwestern:15074 and etdadmin_upload_741127