ALERT: This system is being upgraded on Tuesday December 12. It will not be available for use for several hours that day while the upgrade is in progress. Deposits to DukeSpace will be disabled on Monday December 11, so no new items are to be added to the repository while the upgrade is in progress. Everything should be back to normal by the end of day, December 12.

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    • Essays in Asset Pricing 

      Ochoa-Coloma, Juan Marcelo (2013)
      The three essays in this dissertation explore the role of fluctuations in aggregate volatility and global temperature as sources of systemic risk. The first essay proposes a production-based asset pricing model and provides ...