Commodity investment is fundamentally motivated by a desire to improve the performance of portfolios composed of stocks and bonds. Throughout this paper we analyze the out-of-sample performance effects derived from including commodities in a stock-bond portfolio for seven distin…
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A sustentabilidade é um tema inevitável do século XXI, e vários estudos já exploraram os benefícios económicos de práticas sustentáveis. Esta dissertação explora a relação entre a avaliação de fatores ambientais, sociais e de governança (ESG) de empresas europeias e o seu custo …
This study examines the influence of Corporate Social Responsibility on the financial distress risk of a company. The Environmental, Social and Governance (ESG) factors are employed as a proxy for CSR, while three different measures are applied to assess financial distress level…
By focusing on the relationship between financial stability and monetary policy for the cases of Chile, Colombia, Japan, Portugal and the UK, this thesis aims to add to the existing literature on the fundamental issue of the relationship between financial stability and monetary …
Forecasting the success of megaprojects is a very difficult and important task because of the complexity of such projects, as well as the large capital investment that is required for the completion of these projects. One could argue that forecasting is not needed in this contex…
In 2013, Summers (2015) revived the secular stagnation hypothesis, firstly postulated by Hansen (1939), to describe the current macroeconomic picture faced by developed economies. This dissertation assesses this claim. Taking into consideration the inputs from several authors, w…
The financial crisis of 2007-2009 raised concerns regarding countries’ abilities to rescue their largest banks should a new crisis emerge. By focusing on European Union banks from 2001 through 2019, this dissertation investigates the impact of both absolute and systemic bank siz…
Agile methods are being adopted in the software development industry increasingly and even beyond this sector. Outsourcing software development from developing countries in the Global South is increasing in the industry. With Lebanon being the hub for outsourcing software for th…
The ongoing COVID-19 pandemic has shaken the global financial system and caused great turmoil. Facing unprecedented risks in the markets, people have increasing needs to find a safe haven for their investments. Given that the nature of this crisis is a combination of multiple pr…
Model interpretability may be defined as the degree to which a human can understand the cause of its outputs. In statistical modeling there is a trade-off between interpretability and prediction accuracy: interpretable models are usually less accurate, whereas complex models hav…
This study examines the influence of the Financial Crisis of 2008 on European firms’ earnings management behavior. For this purpose, the period from 2005 to 2012 and a sample of 16 different European countries were considered and divided into three periods to examine whether man…
This thesis may be broadly divided into 4 parts. In the first part, we do a literature review of the state of the art in misspecification in Macroeconomics, and what so far has been the contribution of a relatively new area of research called Uncertainty Quantification to the Ma…
As restrições financeiras têm sido um tópico de pesquisa constante na literatura. Para micro e pequenas empresas o seu impacto é particularmente importante, considerando a sua dependência de crédito para sobreviver. Estas empresas são responsáveis por grande parte do dinamismo d…
Esta Dissertação apresenta uma análise empírica dos efeitos das interações entre as políticas monetária e fiscal no PIB da Zona Euro, utilizando dados trimestrais de 2000 a 2020. Utilizando um modelo ARDL-EC para analisar os efeitos de longo e curto prazo sobre o PIB da Zona Eur…
Bu tez çalışması ile 2005-2019 yılları arasında Borsa İstanbul (BIST)’da kesintisiz olarak işlem gören işletmelere ait 15 yıllık veriler yıllık bazda incelenmiş ve bu verilerden hareketle işletmelerin ihtiyatlılık düzeyleri ile finansal sürdürülebilirlikleri arasında bir ilişki …
The first essay examines why firms with access to lines of credit (LOC) have different drawdowns and their implications for asset pricing, investment and profitability. Utilizing a hand-collected LOC dataset that extends the sample of Sufi (2009) to 2010, our principal finding i…
This thesis theoretically and empirically analyzes the nature and consequences of interactions between family members. The first chapter tests whether children's human capital accumulation was significantly affected by earnings shocks to their nonresident kin in the context of t…
In late 2008, economies worldwide underwent close to complete economic paralysis in what has now been established as the worst financial crisis since the Great Depression. In response, economic research focused on understanding how a well-developed financial market such as the U…
This dissertation is comprised of three chapters. Chapter One traces and presents analytical accounts and explanations of the causes of Thailand's economic crisis, which began mid 1997. The study focuses on macroeconomic management and the factors that underlie the country's unp…