What are the events that shake our world? : measuring and hedging global COVOL
Robert F. Engle, Susana Campos-Martins
| Year of publication: |
2023
|
|---|---|
| Authors: | Engle, Robert F. ; Campos-Martins, Susana |
| Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 147.2023, 1, p. 221-242
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| Subject: | Global events | Volatility comovements | Multiplicative factor models | Geopolitical risk | Portfolio optimization | Welt | World | Portfolio-Management | Portfolio selection | Volatilität | Volatility | Hedging | Globalisierung | Globalization | Geopolitik | Geopolitics |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jfineco.2022.09.009 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013546063