PhD defence: Desi Volker
The thesis consists of three essays covering topics related to the term structure of interest rates, monetary policy and interest rate volatility. The common thread in the themes covered is the understanding of interest rate volatility, its time-variation and main determinants. The first essay examines the role of monetary policy uncertainty on the term structure of interest rates. The second essay investigates the ability of the class of regime switching models with and without stochastic volatility to capture the main stylized features of US interest rates. While the third essay investigates the time-series and cross-sectional properties of the compensation demanded for holding interest rate variance risk.
Supervisor:
Professor Carsten Sørensen
Department of Finance
Copenhagen Business School
Secondary supervisor:
Assistant Professor Paul Whelan
Department of Finance
Copenhagen Business School
Assessment Committee:
Professor Lasse Heje Pedersen (Chair)
Department of Finance
Copenhagen Business School
Professor Paul Söderlind
Department of Economics
University of St. Gallen,
Associate Professor Linda Sandris Larsen
Department of Business and Economics
University of Southern Denmark
Thesis:
The thesis is available here
Reception:
The Doctoral School of Economics and Management will host a reception, which will take place immediately after the defence outside SPs14.