Essays on Risk Appetite and Uncertainty
This dissertation focuses on the identification of the dynamics of risk aversion (price of risk) and economic uncertainties (amount of risk) and their effects on both domestic and international asset markets. In the first essay, I study the differences between global equity return comovements and gl...
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| Language: | English |
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2018
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| Online Access: | https://doi.org/10.7916/D8QN7PV7 |