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Three Essays on Economic and Financial Risks in Different Asset Classes and Diverse Regions

Posted on:2016-11-12Degree:Ph.DType:Dissertation
University:Drexel UniversityCandidate:Sarafrazi, SoodabehFull Text:PDF
GTID:1479390017484607Subject:Economics
Abstract/Summary:
My dissertation is titled "Economic and Financial Risks in Different Asset Classes and Different Regions," which encompasses three essays on economic activity and financial risks for the United States, interactions between Islamic and conventional stock markets, and downside risks and optimal diversified equity, bond and commodity portfolios for the PIIGs and CORE of the eurozone. The dissertation investigates migration and cascading of the different kinds of risks in the respected financial markets or regions in an economic policy uncertainty and financial stress environment.
Keywords/Search Tags:Financial, Different asset classes, Economic, Regions, Three essays
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