Hedging Italian equity mutual fund returns during the recent financial turmoil : a duration-dependent Markov-switching approach
Year of publication: |
2013
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Authors: | Zagaglia, Paolo |
Published in: |
Journal of applied finance & banking. - Christchurch, New Zealand : Scientific Press International Limited, ISSN 1792-6599, ZDB-ID 2614242-9. - Vol. 3.2013, 3, p. 325-337
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Subject: | Italien | Italy | Kapitaleinkommen | Capital income | Hedging | Finanzkrise | Financial crisis | Aktienfonds | Equity fund | Markov-Kette | Markov chain | Investmentfonds | Investment Fund | Volatilität | Volatility |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Classification: | G13 - Contingent Pricing; Futures Pricing ; C32 - Time-Series Models ; C11 - Bayesian Analysis ; E32 - Business Fluctuations; Cycles |
Source: | ECONIS - Online Catalogue of the ZBW |
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