Multiscale stock-bond correlation : implications for risk management
Abdel Razzaq Al Rababa’a, Mohammad Alomari, David McMillan
| Year of publication: |
2021
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|---|---|
| Authors: | Al Rababa'a, Abdel Razzaq ; Alomari, Mohammad ; McMillan, David G. |
| Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 58.2021, p. 1-21
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| Subject: | Correlation | Flight-to-Safety | Value-at-Risk | Wavelet | Korrelation | Risikomanagement | Risk management | Risikomaß | Risk measure | Zustandsraummodell | State space model | Portfolio-Management | Portfolio selection | Aktienmarkt | Stock market | Kapitaleinkommen | Capital income | ARCH-Modell | ARCH model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ribaf.2021.101435 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013286286