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bond term structure
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Essays on Non-linearities in Stock and Bond Returns: A Density-Based Approach
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Year
2015
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School
Laney Graduate School
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Department
Economics
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Degree
PhD
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Submission Type
Dissertation
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Research Field
Economics, Finance
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Committee
Barillas, Francisco, Emory University
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Maasoumi, Esfandiar, Emory University
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Pesavento, Elena, Emory University
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Yue, Zhanwei , Emory University
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Keyword
asymmetric dependence
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bond term structure
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bootstraps
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kernel estimation
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non-linearities
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