| Maxym Dedov, Instruct Staff-Grad Student
Please note: Maxym has left the "Economics" group at Duke University; some info here might not be up to date.
- Contact Info:
- Education:
PhD candidate | Duke University | 2006 |
Master's in Economics | Kyiv-Mohyla Academy, Ukraine | 2000 |
- 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
- Risk Premia in a Quadratic Model of Bonds and Stocks
(Job market paper) [pdf]
- Representative Publications
- 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 |