Three essays in financial economics

Brückbauer, Frank

[img] PDF
Three Essays In Financial Economics - Inauguraldissertation Frank Brückbauer.pdf - Published

Download (2MB)

URN: urn:nbn:de:bsz:180-madoc-620623
Document Type: Doctoral dissertation
Year of publication: 2022
Place of publication: Mannheim
University: Universität Mannheim
Evaluator: Theissen, Erik
Date of oral examination: 2 March 2022
Publication language: English
Institution: Business School > ABWL u. Finanzierung (Theissen)
Subject: 330 Economics
Keywords (English): financial system , agent-based model , liquidity coverage ratio , textual analysis , bank lending , bank risk , stock market expectations , survey data , stock return predictability
Abstract: The events of the global financial crisis of 2007–2009 have moved the issue of financial stability and its implications for the real economy to the center of attention of many researchers in economics and finance. Two financial-stability related research areas that have gained considerable attention after the crisis are financial shock propagation and amplification mechanisms, and the expectation formation rules of households and financial professionals. This dissertation contributes to these two research areas. It presents one paper that adopts a theoretical approach and applies methods from agent-based modeling to study how financial regulation affects the resilience of financial institutions. It presents two papers that adopt an empirical approach and exploit text and survey data, respectively, to study the determinants of the expectations of financial market participants.

Dieser Eintrag ist Teil der Universitätsbibliographie.

Das Dokument wird vom Publikationsserver der Universitätsbibliothek Mannheim bereitgestellt.

Metadata export


+ Search Authors in

+ Download Statistics

Downloads per month over past year

View more statistics

You have found an error? Please let us know about your desired correction here: E-Mail

Actions (login required)

Show item Show item