Thesis (Ph. D.)--University of South Carolina, 2004. / Includes bibliographical references (leaves 194-206).

Thesis (M.Phil.)--Hong Kong University of Science and Technology, 2007. / Includes bibliographical references (leaves 104-105). Also available in electronic version.

Thesis (Ph. D.)--Ohio State University, 2003. / Title from first page of PDF file. Document formatted into pages; contains xii, 131 p.; also includes graphics (some col.) Includes bibliographical references (p. 120-131). Available online via OhioLINK's ETD Center

Thesis (Ph. D.)--Cornell University, 2003. / Includes bibliographical references.

Thesis (Ph. D.)--Drexel University, 2004. / Includes abstract and vita. Includes bibliographical references (p. 74-78).

Thesis (Ph. D.)--City University of New York, 2005. / Includes bibliographical references (leaf 167).

No description available.

Thesis (Ph. D.)--West Virginia University, 2009. / Title from document title page. Document formatted into pages; contains ix, 88 p. Vita. Includes abstract. Includes bibliographical references (p. 75-78).

This study includes two theoretical works. In both works, I assume that economic agents have heterogeneous beliefs. I study collateralized loan transactions among economic agents arising from the divergent beliefs. Moreover, I make collateral requirements endogenously determined, along with interest rates and loan quantities. The theme of the first work is to study private transactions in currency crises. I assume that domestic residents have different beliefs on how resilient the central bank is in defending the currency. Due to the different beliefs, domestic residents willingly borrow and lend among themselves. I show that the heterogeneity of beliefs per se brings stability to the system, but that short-term collateralized loans among domestic residents arising from the divergent opinions make an exchange rate peg vulnerable. The second work is to understand credit default swaps in general equilibrium. The model features a market for a risky asset, a market for loans collateralized by the risky asset, and a market for credit default swaps referencing these loans. I show that the introduction of credit default swaps only as insurance has no effect on the price of the risky asset. And the introduction of credit default swaps both as insurance and as tools for making side bets depresses the price of the risky asset in general but has no effect hen the majority of the economy hold bearish views on the risky asset.

Thesis (Ph.D.)--McMaster University, 2003. / Advisor: Stuart Mestelman. Includes bibliographical references (p. 214-221). Also available via World Wide Web.