The Uncertainty Puzzle: A Multi-Asset Analysis of Financial Markets

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Type and Duration

Preproposal PhD-Thesis, since February 2024

Coordinator

Liechtenstein Business School

Main Research

Wealth Management

Description

This research project examines the impact of uncertainty on the financial markets. In particular, it focuses on the effect of uncertainty measures on multi-asset portfolios. The thesis consists of three papers that converge into a cumulative dissertation. In the first paper, the impact of uncertainty on the interaction effects between different commodity markets is examined. In the following two articles, the importance of uncertainty shocks in the cryptocurrency market and in multi-asset portfolios will be investigated.

PhD-Student

Leo Franz Alois Pitscheneder, MSc

Supervisor

Ass.-Prof. Dr. Sebastian Stöckl