Browsing PhD Dissertations by Subject "Developing countries"
Now showing items 1-2 of 2
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Macroeconomic fundamentals and emerging market asset prices
(2017-06)This thesis consists of three chapters which make empirical contributions to the field of emerging markets xed income, real estate and nancial markets. First chapter entitled 'Macroeconomics Fundamentals and Emerging ... -
Robust estimation of term structure and implied volatility in emerging markets
(2016-07)Despite powerful advances in interest rate curve modeling for data-rich countries in the last 30 years, comparatively little attention has been paid to the key practicalproblem of estimation of the term structure of interest ...
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