Thesiss

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This dissertation consists of three essays which explore scenarios where data quality issues interfere with the goals of empirical research. These situations motivate closer analysis of existing econometric methods and even the provision of new methods to account for the deficie…

The following dissertation contains two distinct empirical essays which contribute to the overall field of Financial Economics. Chapter 1, entitled "The Determinants of Dynamic Dependence: An Analysis of Commodity Futures and Equity Markets," examines the determinants of the dyn…