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Essays on Interaction Among Asset Returns and Diversification Benefits

  • Author(s): Kumar, Rama Shankar
  • Advisor(s): Chauvet, Marcelle
  • et al.
Abstract

The recent financial crisis associated with the collapse of the US housing market led to a drastic decline in the stock market and in securitized real estate indices. On the other hand, the price of US Treasury bonds moved up for a short span of time. These essays investigate the links and trade-offs among several assets such as stocks, bonds, securitized and residential real estate, gold, oil, emerging nations' stocks etc.

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