Global ETD Search

1	Modeling municipal yields with (and without) bond insurance Chun, A.L., Namvar, E., Ye, Xiaoxia, Yu, F. 2018 June 1929 (has links) Yes / We develop an intensity-based model of municipal yields, making simultaneous use of the CDS premiums of the insurers and both insured and uninsured municipal bond transactions. We estimate the model individually for 61 municipal issuers by exploiting the dramatic decline in credit quality of the bond insurers from July 2007 to June 2008, and decompose the municipal yield spread based on the estimated parameters. The decomposition reveals a dominant role of the liquidity component as well as interactions between liquidity and default similar to those modeled by Chen et al. (2016) for corporate bonds. Towards the end of the sample period, our model also reproduces the "yield inversion" phenomenon documented by Bergstresser et al. (2010). Municipal bonds Bond insurance Monoline Default risk Liquidity risk Term structure modeling
2	High Resolution Polarimetric Imaging Techniques for Space and Medical Applications Shrestha, Suman 22 May 2013 (has links) No description available. Biomedical Engineering Electrical Engineering Experiments Optics Remote Sensing Polarimetry Monoline Lung Cancer Cells Mueller Matrix Decomposition Remote Sensing Fractal Dimension