Dynamic return connectedness between commodities and travel & leisure ETFs : investment strategies and portfolio implications
Year of publication: |
2023
|
---|---|
Authors: | Lang, Chunlin ; Hu, Yang ; Corbet, Shaen ; Goodell, John W. |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 58.2023, 2, p. 1-9
|
Subject: | Commodities | Dynamic connectedness | Exchange traded funds | Portfolio diversification | Travel and leisure | Portfolio-Management | Portfolio selection | Indexderivat | Index derivative | Investmentfonds | Investment Fund | Freizeit | Leisure |
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