Dissertation
Three essays on economic and financial risks in different asset classes and diverse regions
Doctor of Philosophy (Ph.D.), Drexel University
01 Feb 2015
DOI:
https://doi.org/10.17918/etd-6381
Abstract
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.
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Details
- Title
- Three essays on economic and financial risks in different asset classes and diverse regions
- Creators
- Soodabeh Sarafrazi - DU
- Contributors
- Shawkat M. Hammoudeh (Advisor) - Drexel University (1970-)
- Awarding Institution
- Drexel University
- Degree Awarded
- Doctor of Philosophy (Ph.D.)
- Publisher
- Drexel University; Philadelphia, Pennsylvania
- Resource Type
- Dissertation
- Language
- English
- Academic Unit
- Economics (School of Economics); Bennett S. LeBow College of Business; Drexel University
- Other Identifier
- 6381; 991014632934904721