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bond term structure
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Essays on Non-linearities in Stock and Bond Returns: A Density-Based Approach
Student Name:
Pan, Jiening
Date Uploaded:
08/28/2018
Research Field:
Economics, Finance
Department or Specialty:
Economics
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Year
2015
1
School
Laney Graduate School
1
Department / Specialty
Economics
1
Degree
PhD
1
Submission Type
Dissertation
1
Research Field
Economics, Finance
1
Committee
Barillas, Francisco, Emory University
1
Maasoumi, Esfandiar, Emory University
1
Pesavento, Elena, Emory University
1
Yue, Zhanwei , Emory University
1
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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