Now showing items 1-6 of 6
Robust estimation of term structure and implied volatility in emerging markets
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 ...
Performance, managerial skill and factor exposures in commodity trading advisors and managed futures funds
Understanding risk is important. Prior to 2008, as the yields on safe assets hit rock bottom, investors turned their focus to an alphabet soup of more complex instruments. These complex securities were rated AAA, they ...
Liquidity in the emerging market local currency bond market: measurement,commonality, and supply of risk capital
Major emerging markets sovereigns have started financing a significant component of their budget deficits issuing local currency (LC) bond, reaching to the total outstanding size over 5 trillion dollar almost half of the ...
Near- and far-field thermal radiation in metamaterials and the development of NF-RT-FDTD algorithm
In this dissertation, analysis of near-field regime of thermal radiative transfer in metamaterials supporting surface phonon polaritons (SPhPs) is given. Solutions of electromagnetic fields at subwavelength distances are ...
An investigation into fluid flow and heat transfer of high frequency synthetic jets for electronics cooling
Modern electronics have been decreasing in size for decades, so their cooling systems must continually improve in efficiency too. In particular, compactness is vital, which is challenging because typical thermal management ...
Three essays on the behavior of equity market returns
The first chapter of this thesis analyzes return comovements phenomena known as correlation asymmetry. The phenomena has its two manifests: asymmetric correlations, referring to stock return correlations being higher during ...
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