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

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