Bitcoin, VIX futures and CDS : a triangle for hedging the international equity portfolios
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
|
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 |
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