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Maxym Dedov, Instruct Staff-Grad Student

Maxym Dedov

Please note: Maxym has left the "Economics" group at Duke University; some info here might not be up to date.

Contact Info:
Office Location:  325D Social Sciences Bldg
Email Address: send me a message
Web Page:  http://www.duke.edu/~md27

Education:

PhD candidateDuke University2006
Master's in EconomicsKyiv-Mohyla Academy, Ukraine2000
Specialties:

Econometrics
Financial Economics
3457
Research Interests: Asset Pricing, Financial Econometrics

In my dissertaion I focus on joint dynamics of bond and stock risk premia in a structural model of bond and stock prices. The proposed model is empirically tractable and yet implies plausible properties of bond and stock returns. I use bond and stock data to estimate the model parameters, fundamental state variables, and risk premia of bonds and stocks, and reconcile empirical implications of the model with existing evidence from reduced form studies.

Keywords:

Asset Pricing • Financial Econometrics

Curriculum Vitae
Working Papers

  1. Risk Premia in a Quadratic Model of Bonds and Stocks (Job market paper) [pdf]
Representative Publications

  1. Risk Premia in a Quadratic Model of Bonds and Stocks (Job market paper) [pdf]

Teaching:

Work Experience:

Dissertation Committee:

  • George Tauchen (Chair), William Henry Glasson Professor of Economics, Duke University
    Professor of Finance, Fuqua School of Business
    Box 90097, Durham NC 27708-0097
    Phone: (919) 660-1812, email: george.tauchen@duke.edu
  • Ravi Bansal, Professor of Finance and Economics, Fuqua School of Business
    Durham NC 27708
    Phone: (919) 660-7758, email: ravi.bansal@duke.edu
  • Tim Bollerslev, Juanita and Clifton Kreps Professor of Economics, Duke University
    Box 90097, Durham NC 27708-0097
    Phone: (919) 660-1846, email: boller@econ.duke.edu
  • Bjørn Eraker, Assistant Professor of Economics, Duke University
    Box 90097, Durham NC 27708-0097
    Phone: (919) 660-1821, email: bjorne@econ.duke.edu
  • Barbara Rossi, Assistant Professor of Economics, Duke University
    Box 90097, Durham NC 27708-0097
    Phone: (919) 660-1801, email: brossi@econ.duke.edu

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