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Author:

Zhu, Tao

Title:

Existence of Monetary Steady States in a Matching Model of Money

Graduate Program:

Economics

Keywords:

matching model
existence
steady state

File:

Download nmythesis.pdf

Committee Members:

Neil Wallace, Committee Chair/Co-Chair
James Schuyler Jordan, Committee Member
Kalyan Chatterjee, Committee Member
Luen Chau Li, Committee Member

Author:

Zhu, Feng

Title:

Essays on Contests

Graduate Program:

Economics

Keywords:

all-pay contests
uncertainty
information disclosure
experiment
stochastic dominance

File:

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Committee Members:

Ron Siegel, Dissertation Advisor/Co-Advisor
Ron Siegel, Committee Chair/Co-Chair
Syed Nageeb Ali, Committee Member
Ran I Shorrer, Committee Member
Chloe Jeanne Tergiman, Outside Member
Zhe Wang, Outside Member
Marc Albert Henry, Program Head/Chair

Author:

Zhu, Shengbo

Title:

Essays on Financial Economics and Econometrics

Graduate Program:

Economics

Keywords:

Ross recovery theorem
equivalent martingale measure
stochastic discount factor
martingale condition
state price
path price
intrinsic inconsistency
implied process
fundamental theorem of asset pricing
canonical probability space
Markovian quasi-MLE
conditional asymptotic independence
mixing condition
near-epoch dependence

File:

Download phd_thesis_shengbo_zhu.pdf

Committee Members:

Andrew Ronald Gallant, Dissertation Advisor/Co-Advisor
Andrew Ronald Gallant, Committee Chair/Co-Chair
Patrik Guggenberger, Committee Member
Keisuke Hirano, Committee Member
Jingzhi Huang, Outside Member
Shouyong Shi, Committee Member
Marc Albert Henry, Program Head/Chair