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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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