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Three essays in financial economics


Monnin, Pierre. Three essays in financial economics. 2008, University of Zurich, Faculty of Economics.

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

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

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Additional indexing

Item Type:Dissertation
Referees:Hens Thorsten, Hoffmann Mathias
Communities & Collections:03 Faculty of Economics > Department of Banking and Finance
Dewey Decimal Classification:330 Economics
Language:English
Date:2 April 2008
Deposited On:28 Nov 2008 10:47
Last Modified:05 Apr 2016 12:36
Number of Pages:121
Additional Information:Copyright: Jede Art der Weiterverwendung oder Vervielfältigung der Dissertationen ohne Genehmigung des Autors ist unzulässig.
Permanent URL: http://doi.org/10.5167/uzh-6242

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