Search for dissertations about: "extreme downside risk"
Found 1 swedish dissertation containing the words extreme downside risk.
University dissertation from Department of Economics, Lund Universtiy
Abstract : This thesis aims at investigating the risk spillover and correlations among national stock markets, and the structure of dependence between stocks and commodity futures. It consists of four chapters. Chapter 1 briefly reviews the literature background of financial market interdependence and summarizes the contribution of the thesis. READ MORE