Thesiss

Purpose. The purpose of this study was to investigate the relationship between changes in international oil price, foreign exchange and interest rates of the United States and Nigerian foreign exchange earnings and interest payments on external debt. Methodology. This study was …

The purpose of this thesis is to evaluate the profitability of technical trading rules in Pacific-basin equity markets in the context of asset pricing models. Specifically, this thesis examines whether technical rule profits are consistent with time-varying expected returns impl…

Emerging market financial crises are abrupt and dramatic, usually occurring after a period of high output growth, massive capital flows, and a boom in asset markets. This thesis develops an equilibrium asset pricing model with informational frictions in which vulnerability and t…