Identifying diversifiers, hedges, and safe havens among Asia Pacific equity markets during COVID-19 : new results for ongoing portfolio allocation
Year of publication: |
2023
|
---|---|
Authors: | Ali, Fahad ; Sensoy, Ahmet ; Goodell, John W. |
Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 85.2023, p. 744-792
|
Subject: | COVID-19 | Asian equity markets | Dynamic correlation | Hedging | International diversification | Portfolio optimization | Safe haven | Portfolio-Management | Portfolio selection | Coronavirus | Aktienmarkt | Stock market | Asien | Asia | Internationaler Finanzmarkt | International financial market | Asiatisch-pazifischer Raum | Asia-Pacific region | Schätzung | Estimation | Korrelation | Correlation |
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