Portfolio diversification during the COVID-19 pandemic : do vaccinations matter?
Year of publication: |
2023
|
---|---|
Authors: | Pham, Son Duy ; Nguyen, Thao Thac Thanh ; Do, Hung Xuan ; Xuan Vinh Vo |
Published in: |
Journal of financial stability. - Amsterdam [u.a.] : Elsevier, ISSN 1572-3089, ZDB-ID 2222049-5. - Vol. 65.2023, p. 1-17
|
Subject: | COVID-19 vaccinations | Portfolio diversification | Volatility connectedness | Performance evaluation | Multivariate heterogeneous autoregressive model | Coronavirus | Impfung | Vaccination | Portfolio-Management | Portfolio selection | Volatilität | Volatility | Epidemie | Epidemic | Welt | World | Arzneimittel | Pharmaceuticals | Schätzung | Estimation |
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