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Corporate bonds: Theoretical and Empirical Study
Title
Corporate bonds: Theoretical and Empirical Study
Author
Park, Min
Date Created
2012
Subjects--Topical
Finance
Description
This dissertation consists of three parts. The first chapter presents an analysis of the structural difference between a make-whole callable and a traditional callable bond. Based on the analysis, we construct a reduced-form model for the make-who...
LOCAL SPATIAL QUANTILE ESTIMATION OF MULTIVARIATE FUNCTIONAL-COEFFICIENT REGRESSION MODELS
Title
LOCAL SPATIAL QUANTILE ESTIMATION OF MULTIVARIATE FUNCTIONAL-COEFFICIENT REGRESSION MODELS
Author
Zhou, Yetong
Date Created
2020
Subjects--Topical
Statistics
Description
Quantile regression (QR) has been widely studied in statistics and econometrics. However, there is no much work on nonlinear QR for vector time series. Therefore, we propose a local spatial QR method to estimate the functional-coefficient matrices...
ON THE DISCRETE SPECTRUM OF EXTERIOR ELLIPTIC PROBLEMS.
Title
ON THE DISCRETE SPECTRUM OF EXTERIOR ELLIPTIC PROBLEMS.
Author
Puri, Rajan
Date Created
2019
Subjects--Topical
Mathematics
Description
In this dissertation, we present three new results in the exterior elliptic problems with the variable coefficients that describe the process in inhomogeneous media in the presence of obstacles. These results concern perturbations of the operator ...
OPTION VALUATION UNDER A REGIME-SWITCHING MODEL USING THE FAST FOURIER TRANSFORM
Title
OPTION VALUATION UNDER A REGIME-SWITCHING MODEL USING THE FAST FOURIER TRANSFORM
Author
Sohrabi, Elham
Date Created
2018
Subjects--Topical
Finance, Mathematics
Description
In this dissertation, we consider European-style commodity options and futures options where the logarithm of the underlying commodity price dynamics is governed by the regime-switching Ornstein-Uhlenbeck model. A semi-analytical approach to value...
Quantifying Bias of the U.S. Media: A Spatial Analysis of Product Differentiation on Social Media
Title
Quantifying Bias of the U.S. Media: A Spatial Analysis of Product Differentiation on Social Media
Author
Williams, Emily
Date Created
2017
Subjects--Topical
Economics
Description
In this study, I create a measure of ideological bias as a means for U.S. news sources to differentiate their products in the growing digital space. In addition to traditional media platforms, such as newspapers and television broadcasts, I includ...
RATIONALE, MOTIVATION AND EFFECT OF FOREIGN INVESTMENT IN VIETNAMESE COMPANIES
Title
RATIONALE, MOTIVATION AND EFFECT OF FOREIGN INVESTMENT IN VIETNAMESE COMPANIES
Author
Le, Ben
Date Created
2014
Subjects--Topical
Finance
Description
Existing literatures have documented that foreign investors in developed markets hold disproportionately more shares of firms with high turnover rates. In Vietnam, I find evidence that foreign investor ownership percentage is higher in firms with ...
The Economic Impact of Spatial Income Inequality
Title
The Economic Impact of Spatial Income Inequality
Author
Li, Huiping
Date Created
2009
Subjects--Topical
City planning, Economics, Ethnicity--Study and teaching
Description
Spatial income inequality refers to the unequal distribution of income across communities. This study broadens the concept to include residential segregation, central city-suburban income disparity, and government fragmentation. Combining the comp...