Modeling the asymmetric dynamics of financial assets : insights into hedging, safe haven and portfolio diversification strategies

This thesis examines the dynamic dependence, hedging effectiveness, safe haven and portfolio diversification benefits of bonds, crude oil, gold and VIX futures for global stock markets including G-12 countries, selected Eurozone, regional world Islamic conventional stock markets

Main Author: Raza, Naveed (Author)
Corporate Author: Universiti Malaysia Terengganu
Published: Kuala Nerus, Terengganu: Universiti Malaysia Terengganu, 2017.
Subjects:
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245 1 0 |a Modeling the asymmetric dynamics of financial assets :   |b insights into hedging, safe haven and portfolio diversification strategies   |c Naveed Raza. 
264 # 1 |a Kuala Nerus, Terengganu:   |b Universiti Malaysia Terengganu,   |c 2017. 
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500 # # |a PPPPM is an abbreviation for School of Maritime Business and Management 
502 # # |a Thesis PPPPM (Degree of Doctor of Philosophy) 2017 
504 # # |a Includes bibliographical references 
520 # # |a This thesis examines the dynamic dependence, hedging effectiveness, safe haven and portfolio diversification benefits of bonds, crude oil, gold and VIX futures for global stock markets including G-12 countries, selected Eurozone, regional world Islamic conventional stock markets 
590 # # |a Perpustakaan Sultanah Nur Zahirah 
602 # # |a Tesis PPPPM 2017 
650 0 0 |a Hedging (Finance)  
650 0 0 |a Futures market  
655 # 0 |a Maritime Business and Management 
710 0 # |a Universiti Malaysia Terengganu  
720 # # |a Azwadi Ali, PhD  |e degree supervisor 
720 # # |a Ahmad Ibn Ibrahimy, PhD  |e degree supervisor 
999 |a 1100110458  |b CD-ROM  |c Tesis  |e BILIK BAHAN SUMBER MEDIA