Volatility spillovers between fine wine and major global markets during COVID-19 : a portfolio hedging strategy for investors
Aristeidis Samitas, Spyros Papathanasiou, Drosos Koutsokostas, Elias Kampouris
| Year of publication: |
2022
|
|---|---|
| Authors: | Samitas, Aristeidis ; Papathanasiou, Spyros ; Koutsokostas, Drosos ; Kampouris, Elias |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 78.2022, p. 629-642
|
| Subject: | Alternative investments | Connectedness | COVID-19 pandemic | Fine wine | Portfolio diversification | Coronavirus | Portfolio-Management | Portfolio selection | Hedging | Volatilität | Volatility | Spillover-Effekt | Spillover effect | Weinbau | Wine industry | Wein | Wine | Epidemie | Epidemic |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.iref.2022.01.009 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013334606