Browsing University of Galway Theses (PhD Theses) by Author "Raghavendra, Srinivas"
Now showing items 1-3 of 3
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A complex systems approach to financial market analysis: Nonlinearity, regime shifts and early warning indicators
Metadjer, Naoise (2017-08-16)The history of financial markets over the past century points to the stylised fact that markets build up to a peak and then crash. Many of the standard methods for risk estimation and modelling of financial time series ... -
A critical analysis of risk and volatility modeling in the financial markets
Moloney, Catherine (Kitty) (2011-12-20)In light of the recent financial crisis, the limitations of current risk estimation techniques have become apparent. The purpose of this thesis is to see if nonlinear tools and techniques can facilitate our understanding ... -
An examination of the interactions between the real and financial economy
Ashe, Sinead (2015-10-15)The primary aim of this thesis is to critically examine the interactions between the real and financial economy, particularly in the context of financialisation, and its implications for the transmission of monetary policy. ...