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~person:"Adair, Alastair"
~person:"Christensen, Kim"
~person:"Masih, Mansur"
~subject:"Kapitaleinkommen"
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Kapitaleinkommen
CWT
4
Capital income
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MGARCH-DCC
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Portfolio diversification
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4
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3
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Börsenkurs
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France
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SIICs
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Share price
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VIX
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VIX ETPs
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Volatilität
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portfolio diversification
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Aktienmarkt
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Arab Springs
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Deutschland
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Adair, Alastair
Christensen, Kim
Masih, Mansur
Dumas, Bernard
7
Lewis, Karen K.
7
Osambela, Emilio
7
Schaub, Mark
6
Benigno, Pierpaolo
4
Balli, Faruk
3
Hatemi-J, Abdulnasser
3
Inaba, Kei-Ichiro
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Nisticò, Salvatore
3
Ahmad Monir Abdullah
2
Alexeev, Vitali
2
Avdulaj, Krenar
2
Barunik, Jozef
2
Bergin, Paul R.
2
Berrill, Jenny
2
Christiansen, Charlotte
2
Corbet, Shaen
2
El-Khatib, Youssef
2
Elsayed, Ahmed H.
2
Eom, Cheoljun
2
Galvani, Valentina
2
Iseli, Christoph
2
Karolyi, G. Andrew
2
Kearney, Colm
2
Newell, Graeme
2
Obiyathulla Ismath Bacha
2
Posselt, Anders M.
2
Pyun, Ju Hyun
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Quinn, Dennis P.
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Roszkowska, Paulina
2
Vega-Gámez, Fernando
2
Voth, Hans-Joachim
2
Wallmeier, Martin
2
Yao, Wenying
2
Yousaf, Imran
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Zaremba, Adam
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Journal of empirical finance
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Journal of property investment & finance
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ECONIS (ZBW)
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1
The Economic Value of VIX ETPs
Christensen, Kim
;
Christiansen, Charlotte
;
Posselt, …
-
2019
-
This version: September 9, 2019
Persistent link: https://www.econbiz.de/10012316428
Saved in:
2
The economic value of VIX ETPs
Christensen, Kim
;
Christiansen, Charlotte
;
Posselt, …
- In:
Journal of empirical finance
58
(
2020
),
pp. 121-138
Persistent link: https://www.econbiz.de/10012430667
Saved in:
3
Does Heterogeneity in investment horizons affect
portfolio
diversification
? : some insights using M-GARCH-DCC and wavelet correlation analysis
Najeeb, Syed Faiq
;
Obiyathulla Ismath Bacha
;
Masih, Mansur
- In:
Emerging markets finance & trade : a journal of the …
51
(
2015
)
1
,
pp. 188-208
Persistent link: https://www.econbiz.de/10011344334
Saved in:
4
The significance and performance of French REITs (SIICs) in a mixed-asset portfolio
Newell, Graeme
;
Adair, Alastair
;
Nguyen, Thi Kim
- In:
Journal of property investment & finance
31
(
2013
)
6
,
pp. 575-588
Persistent link: https://www.econbiz.de/10010187653
Saved in:
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