Permanent URL to this publication: http://dx.doi.org/10.5167/uzh-6242
Monnin, Pierre. Three essays in financial economics. 2008, University of Zurich, Faculty of Economics.
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Abstract
PART 1: Stock price with consumption CAPM: an
international comparison
PART 2: Time variations in the equity premium: is it
habit formation or loss aversion?
PART 3: Common exposure and systemic risk in the
banking sector
| Item Type: | Dissertation |
|---|---|
| Referees: | Hens Thorsten, Hoffmann Mathias |
| Communities & Collections: | 03 Faculty of Economics > Department of Banking and Finance |
| DDC: | 330 Economics |
| Language: | English |
| Date: | 02 April 2008 |
| Deposited On: | 28 Nov 2008 11:47 |
| Last Modified: | 09 Jul 2012 05:26 |
| Number of Pages: | 121 |
| Additional Information: | Copyright: Jede Art der Weiterverwendung oder Vervielfältigung der Dissertationen ohne Genehmigung des Autors ist unzulässig. |
| Official URL: | http://www.isb.uzh.ch/publikationen/ |
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