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020 ▼a 9780438351127
035 ▼a (MiAaPQ)AAI10829269
035 ▼a (MiAaPQ)umn:19337
040 ▼a MiAaPQ ▼c MiAaPQ ▼d 248032
0820 ▼a 330
1001 ▼a Fazilet, Fatih.
24510 ▼a Essays in Financial Economics.
260 ▼a [S.l.] : ▼b University of Minnesota., ▼c 2018
260 1 ▼a Ann Arbor : ▼b ProQuest Dissertations & Theses, ▼c 2018
300 ▼a 89 p.
500 ▼a Source: Dissertation Abstracts International, Volume: 80-01(E), Section: A.
500 ▼a Adviser: Ellen McGrattan.
5021 ▼a Thesis (Ph.D.)--University of Minnesota, 2018.
520 ▼a This dissertation is comprised of three essays. In the first chapter, I quantify the effect of government intervention in the U.S. housing market to determine whether it can explain the nonexistence of mortgage contracts that are contingent on h
520 ▼a In the second chapter, Luis Miguel Diez Catalan, Simone Civale and I show the limitations of normal mixtures. We document that normal mixtures are flexible enough to capture the empirical patterns documented in the literature.
520 ▼a In the third chapter, we develop and test a discretization method to calibrate a Markov chain that features non-zero skewness and high kurtosis. The proposed method applies the logic of Tauchen (1986) to a first-order autoregressive process with
590 ▼a School code: 0130.
650 4 ▼a Economics.
690 ▼a 0501
71020 ▼a University of Minnesota. ▼b Economics.
7730 ▼t Dissertation Abstracts International ▼g 80-01A(E).
773 ▼t Dissertation Abstract International
790 ▼a 0130
791 ▼a Ph.D.
792 ▼a 2018
793 ▼a English
85640 ▼u http://www.riss.kr/pdu/ddodLink.do?id=T14999281 ▼n KERIS
980 ▼a 201812 ▼f 2019
990 ▼a 관리자