Two Essays in Financial Economics

Two Essays in Financial Economics

The following dissertation contains two distinct empirical essays which contribute to the overall field of Financial Economics. Chapter 1, entitled “The Determinants of Dynamic Dependence: An Analysis of Commodity Futures and Equity Markets,” examines the determinants of the dynamic equity-commodity...

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Bibliographic Details
Main Author: Putnam, Kyle J
Format: Others
Published: ScholarWorks@UNO 2015
Subjects:
Dynamic Dependence
Commodity Futures
Copulas
Failure Risk
US Community Banks
Survival Analysis
Finance and Financial Management
Statistical Models
Online Access:http://scholarworks.uno.edu/td/2010
http://scholarworks.uno.edu/cgi/viewcontent.cgi?article=3054&context=td

Internet

http://scholarworks.uno.edu/td/2010
http://scholarworks.uno.edu/cgi/viewcontent.cgi?article=3054&context=td

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