Interlinkages across US sectoral returns : time‑varying interconnectedness and hedging effectiveness
Year of publication: |
2024
|
---|---|
Authors: | Polat, Onur |
Published in: |
Financial innovation : FIN. - Heidelberg : SpringerOpen, ISSN 2199-4730, ZDB-ID 2824759-0. - Vol. 10.2024, Art.-No. 51, p. 1-27
|
Subject: | Asymmetric connectedness | SP500 | Sectoral connectedness | Optimal portfolio strategies | Theorie | Theory | Portfolio-Management | Portfolio selection | Hedging | Kapitaleinkommen | Capital income |
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