Bitcoin, VIX futures and CDS : a triangle for hedging the international equity portfolios
Rania Zghal and Ahmed Ghorbel
| Year of publication: |
2022
|
|---|---|
| Authors: | Zghal, Rania ; Ghorbel, Ahmed |
| Published in: |
International journal of emerging markets. - Bradford : Emerald, ISSN 1746-8817, ZDB-ID 2242085-X. - Vol. 17.2022, 1, p. 71-97
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| Subject: | ADCC | Bitcoin | CDS index | DCC | Equity markets | Hedge-safe haven | VIX futures | Hedging | Volatilität | Volatility | Kreditderivat | Credit derivative | Welt | World | Index-Futures | Index futures | Portfolio-Management | Portfolio selection | Derivat | Derivative | Aktienmarkt | Stock market |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1108/IJOEM-01-2020-0065 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012886357