Thesis (Ph. D.)--Duke University, 1991. / Vita. Includes bibliographical references (leaves 100-103).

Thesis (Ph. D.)--University of California, Berkeley, 1989. / Includes bibliographical references (leaves 492-496).

Thesis (Ph. D.)--Stanford University, 1991. / Includes bibliographical references (leaves 174-185).

Thesis (Ph. D.)--University of Wisconsin, 1963. / Typescript. Vita. eContent provider-neutral record in process. Description based on print version record. Includes bibliographical references (leaves 362-364).

Thesis (Ph. D.)--University of California, San Diego, 2006. / Title from first page of PDF file (viewed June 26, 2006). Available via ProQuest Digital Dissertations. Vita. Includes bibliographical references (p. 113-117).

Thesis (Ph. D.)--University of California, San Diego, 2005. / Vita. Includes bibliographical references.

Thesis (Ph. D.)--University of Missouri-Columbia, 2000. / Typescript. Vita. Includes bibliographical references (leaves 65-68). Also available on the Internet.

Dissertação (Mestrado Profissionalizante em Economia) - Faculdade de Economia e Finanças IBMEC, Programa de Pós-Graduação e Pesquisa em Administração e Economia, Rio de Janeiro, 2014 / Bibliografia p. 35 / O presente trabalho examina a relação entre a variação agregada de ativos bancários de grandes centros financeiros e a variação dos preços de ações listadas na Bolsa de Valores de São Paulo – BOVESPA. Para tanto, são utilizados dados trimestrais de ativos bancários externos e brasileiros juntamente com fatores macroeconômicos no período de março de 2001 a março de 2014, relacionados através da metodologia de Vetores de Correção de Erros (VEC – Vectors Errors Correction). Para a avaliação de um modelo VEC que melhor represente a relação entre as variáveis escolhidas e o Ibovespa, é utilizada a metodologia de modelos aninhados (nested models). Os resultados obtidos corroboram as expectativas de uma relação positiva entre a variação de ativos bancários de grandes centros financeiros e o Ibovespa. / This paper examines the relationship between the aggregated variation of total bank assets of major financial centers and the variation of the main stock prices index of the São Paulo Stock Exchange - BOVESPA. In orther to accomplish this work, together with the bank total assets data from major financial centers, it is used quarterly data from Brazilian banking assets and other macroeconomical factors in the period from March 2001 to March 2014. The methodology applied for this assessment is the Vectors Error Correction (VEC). For the evaluation of a VEC model that best represents the relationship between the chosen variables and the Ibovespa index, the methodology of nested models is used. The results confirm expectations of a positive relationship between the change of bank assets of major financial centers and the Bovespa.

M.Com. (Finance and Investment Management) / The latest financial crisis that began in 2007 in the USA and spread to Europe, Africa and other continents has highlighted the importance of liquidity and its role in financial markets. One of the most commonly accepted mathematical models used in financial markets is the Black and Scholes option pricing model (BSM model). The assumptions in the BSM model have again been questioned during the current crisis and, in particular, the assumption of an unending risk-free supply of liquidity. This report reviews this assumption in the South African financial markets with local market participants. These views are polled through the use of a questionnaire to gauge these participants' views on liquidity using proxies or factors that impact overall liquidity. The results showed significantly different perspectives depending on the role of the participant as either market maker or price taker. The overall liquidity proxies used showed that local market participants believe these proxies impact liquidity. The view that liquidity is an unending commodity and thus priced as riskless was disputed by local market participants. The practical significance of the research problem in the local context should provide local participants with some insight into local perceptions on liquidity that may provide some practical tools when pricing or trading instruments in the local market.

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