Risk spillover during the COVID-19 global pandemic and portfolio management
Year of publication: |
2021
|
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Authors: | Yousfi, Mohamed ; Dhaoui, Abderrazak ; Bouzgarrou, Houssam |
Published in: |
Journal of risk and financial management : JRFM. - Basel : MDPI, ISSN 1911-8074, ZDB-ID 2739117-6. - Vol. 14.2021, 5, Art.-No. 222, p. 1-29
|
Subject: | Bitcoin | COVID-19 | dynamic conditional correlation | hedging | Islamic indices | Coronavirus | Portfolio-Management | Portfolio selection | Hedging | Epidemie | Epidemic | Spillover-Effekt | Spillover effect |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3390/jrfm14050222 [DOI] hdl:10419/239638 [Handle] |
Classification: | G12 - Asset Pricing ; G14 - Information and Market Efficiency; Event Studies ; G15 - International Financial Markets |
Source: | ECONIS - Online Catalogue of the ZBW |
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