Title:International Financial Markets, Cross-Border Transmission of Shocks and Risk-Sharing
Author(s):VIANI, FrancescaDate:2010Type of Publication:ThesisSeries/Report no.:EUI PhD thesesAbstract:One of the most relevant events of the last decades has been the fast integration of international financial markets. As most restrictions to cross-border asset trade were removed, the volume of activity in international ...
Title:International Macroeconomic Fluctuations, Capital Mobility and the Current Account: A cointegrated approach
Author(s):HOFFMANN, MathiasDate:1999Type of Publication:ThesisSeries/Report no.:EUI PhD thesesAbstract:In this thesis cointegrated vectorautoregressions are used to explore the empirics of the intertemporal approach to the current account recently popularized by Sachs (1981), Obstfeld (1986), Obstfeld and Rogo? (1995a,b), ...
Title:Intrahousehold Insurance and its Implications for Macroeconomic Outcomes
Author(s):SIASSI, NawidDate:2011Type of Publication:ThesisSeries/Report no.:EUI PhD thesesAbstract:Most theoretical and empirical work on consumption, labor supply and saving decisions has been based on the paradigm that households behave as single agents. While this approach is often convenient, it relies on very ...
Title:Keeping up with the Medici! Three essays on social comparison, consumption and risk
Author(s):DIJK, OegeDate:2012Type of Publication:ThesisSeries/Report no.:EUI PhD thesesAbstract:This thesis investigates the influence of social comparison (i.e. comparing ones outcomes with others such as neighbours, colleagues, etc) on consumption and risk-taking. The first essay (joint with Robert H. Frank and ...