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Theses/Dissertations from 2016

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On Refined and Robust Inferences for Spatial Econometric Models, Shew Fan LIU

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Three essays on random mechanism design, Huaxia ZENG

Theses/Dissertations from 2015

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Essays on High-Frequency Financial Data Analysis, Yingjie DONG

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Role and Impact of Energy in the Business Cycle, Bao Tan HUYNH

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Three Essays on Financial Econometrics, Jiang LIANG

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Cyclical Public Policy and Financial Factors, Vishrut Dhirendra RANA

Theses/Dissertations from 2014

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Three Essays on Nonstationary Time Series Analysis, Ye CHEN

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Essays on High-Frequency Financial Econometrics, Shouwei LIU

Theses/Dissertations from 2013

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Estimating and Forecasting Intraday Volatility, Xuna GAO

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Three Essays on Bayesian Hypothesis Testing and Model Selection, Zeng TAO

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Three Essays on Large Panel Data Models with Cross-Sectional Dependence, Yonghui ZHANG

Theses/Dissertations from 2012

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Forecasting Output Growth and Inflation with Stock Returns: A MIDAS Approach, Yu CAI

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Three Econometric Essays on Continuous Time Models, Xiaohu WANG

Theses/Dissertations from 2011

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Improvement of Portfolio Selection: A Comparison of Different Methods, Yiyun FANG

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Effects of Immigration in a Blanchardian Model, Weng Sam MOK

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Structural Credit Risk Models with Microstructure Noise: An Empirical Analysis for China, Jia TANG

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A Sufficient Condition for the Tops-Only Property of Strategy-Proof Social Choice Functions in the Case of Two Voters, Huaxia ZENG

Theses/Dissertations from 2010

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Monetary Policies in a Small Open Economy Model with Labor Mobility and Remittances, Diana Rose DEL ROSARIO

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Parametric Estimation of Monthly Volatility Using Autoregressive Conditional Duration Models, Shouwei LIU

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Simulation-Based Estimation Methods for Cross-Sectional Financial Asset Pricing, Chenyan LU

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Economic Growth and the Role of Currency Undervaluation, Zhicheng SONG

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The Effect of Bond Rating Changes on Stock Returns: Evidence from the China & Hong Kong Stock Market, Shuxuan WANG

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Firm and Industry Characteristics of Exchange Rate Exposure and Optimal Hedging Strategy: Evidence on China, Fen YAN

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The Impact of Monetary Policy Announcements on Stock Market: Evidence from China, Yu ZENG