The Effect of Economic Policy Uncertainty on Stock-Commodity Correlations and its Implications on Optimal Hedging
Year of publication: |
2018
|
---|---|
Authors: | Badshah, Ihsan |
Other Persons: | Demirer, Riza (contributor) ; Suleman, Tahir (contributor) |
Publisher: |
[2018]: [S.l.] : SSRN |
Subject: | Hedging | Wirtschaftspolitik | Economic policy | Korrelation | Correlation | Theorie | Theory | Risiko | Risk | Wirkungsanalyse | Impact assessment |
Extent: | 1 Online-Ressource (24 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments August 29, 2018 erstellt |
Other identifiers: | 10.2139/ssrn.3240962 [DOI] |
Classification: | C22 - Time-Series Models ; C32 - Time-Series Models ; G14 - Information and Market Efficiency; Event Studies ; G15 - International Financial Markets |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Effects of Economic Policy Uncertainty Shocks on the Long-Run US-UK Stock Market Correlation
Asgharian, Hossein, (2020)
-
Stavroyiannis, Stavros, (2013)
-
Economic Policy Uncertainty and Long-Run Stock Market Volatility and Correlation
Asgharian, Hossein, (2019)
- More ...
-
Green Investments : A Luxury Good or a Financial Necessity?
Yousaf, Imran, (2021)
-
Time-varying rare disaster risks, oil returns and volatility
Demirer, Rıza, (2018)
-
Economic Policy Uncertainty and Institutional Investment Returns : The Case of New Zealand
Ali, Sara, (2022)
- More ...