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Browse by committee - Maasoumi, Esfandiar

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Subject

Program

Keyword

Ginindza, Mzwandile (2013)
Dissertation
Committee Chair / Thesis Adviser: Pesavento, Elena
Committee Members: Chen, Kaiji ; Maasoumi, Esfandiar
Research Fields: Economics, General; Economics, Labor; Economics, Theory
Keywords: Technology Shocks; Vector Autoregressions; Factor-augmented vector autoregressions; Impulse Response Functions; Inflation Targeting; Aggregate Indices; Monetary Policy; Distributed Effects; Skill-bias; Skilled Labor
Program: Laney Graduate School, Economics
Permanent url: http://pid.emory.edu/ark:/25593/f4j52
Gungor, Sermin (2010)
Dissertation
Committee Chair / Thesis Adviser: Luger, Richard
Committee Members: Maasoumi, Esfandiar ; Pesavento, Elena
Research Fields: Economics, Finance
Keywords: Factor Pricing Models; Liquidity; Nonparametric Tests; Asset Pricing
Program: Laney Graduate School, Economics
Permanent url: http://pid.emory.edu/ark:/25593/7zcct
Hasani, Karim (2014)
Master's Thesis
Committee Chair / Thesis Adviser: Maasoumi, Esfandiar
Committee Members: Markowitz, Sara ; Mialon, Sue
Research Fields: Economics, Labor
Keywords: average and quintile treatment effects; counterfactual distribution; Mincer equation; non-parametric estimation
Program: Laney Graduate School, Economics
Permanent url: http://pid.emory.edu/ark:/25593/gjntv
Jiang, Lei (2011)
Dissertation
Committee Chair / Thesis Advisers: Maasoumi, Esfandiar; Molodtsova, Tetyana
Committee Members: Chordia, Tarun ; Krause, Stefan ; Luger, Richard
Research Fields: Economics, General
Keywords: Stock liquidity; Taylor rule; Commonality in liquidity; Stock return predictability; Order imbalance; Market efficiency
Program: Laney Graduate School, Economics
Permanent url: http://pid.emory.edu/ark:/25593/90xdr
Liu, Xiaochun (2014)
Dissertation
Committee Chair / Thesis Advisers: Luger, Richard; Zha, Tao
Committee Members: Maasoumi, Esfandiar ; Jacho-Chavez, David
Research Fields: Economics, Finance
Keywords: Financial Economics; Risk Management; Econometrics; Time Series; Bayesian Inference; Copula Function; Quantiles; Systemic Risk; Value at Risk; Out of Sample Forecasting; Time Varying Skewness; Nonlinearity
Program: Laney Graduate School, Economics
Permanent url: http://pid.emory.edu/ark:/25593/ghvq0
Pan, Jiening (2015)
Dissertation
Committee Chair / Thesis Adviser: Maasoumi, Esfandiar
Committee Members: Barillas, Francisco ; Pesavento, Elena ; Yue, Zhanwei
Research Fields: Economics, Finance
Keywords: non-linearities; bond term structure; out-of-sample forecasting; bootstraps; kernel estimation; asymmetric dependence
Program: Laney Graduate School, Economics
Permanent url: http://pid.emory.edu/ark:/25593/pm5jn
Ren, Jue (2017)
Dissertation
Committee Chair / Thesis Advisers: Maasoumi, Esfandiar; Chen, Kaiji
Committee Members: Zha, Tao ; Fohlin, Caroline
Research Fields: Finance; Economics
Keywords: Mutual Fund; Financial Institutions; Shadow Banking
Program: Laney Graduate School, Economics
Permanent url: http://pid.emory.edu/ark:/25593/rx6jf
Seo, Regina (2014)
Honors Thesis
Committee Chair / Thesis Adviser: Maasoumi, Esfandiar
Committee Members: Borthwick, David ; Choi, Bumyong
Research Fields: Economics, General; Economics, Labor
Keywords: Intergenerational Mobility; South Korea; Labor Economics
Program: College Honors Program, Economics and Mathematics
Permanent url: http://pid.emory.edu/ark:/25593/g0jpw
Wu, Ke (2015)
Dissertation
Committee Chair / Thesis Adviser: Maasoumi, Esfandiar
Committee Members: Jacho-Chavez, David ; Pesavento, Elena
Research Fields: Economics, Finance
Keywords: Asymmetric dependence; Metric entropy; Non-parametric kernel; Copula-GARCH; Asset pricing; Stochastic dominance; Counterfactual analysis
Program: Laney Graduate School, Economics
Permanent url: http://pid.emory.edu/ark:/25593/ph42d
Zhu, Yifeng (2016)
Dissertation
Committee Chair / Thesis Adviser: Maasoumi, Esfandiar
Committee Members: Lin, Zhongjian ; Zha, Tao
Research Fields: Finance; Economics
Keywords: Asymmetry; Entropy; Asset Pricing; Earning gap; Citizenship; Crude Oil Price; Forecast
Program: Laney Graduate School, Economics
Permanent url: http://pid.emory.edu/ark:/25593/rgmqg