Showing 1 - 5 of 5
Persistent link: https://www.econbiz.de/10008778161
Persistent link: https://www.econbiz.de/10009656935
We examine the interaction between funds implementing hedge and merger arbitrage strategies and a set of traditional assets comprising equities, bonds, gold, crude oil, currency, commodities and real estate, by applying a time-varying spillover approach for the period 1/1/2010-7/31/2020. Results...
Persistent link: https://www.econbiz.de/10013230114
In view of the need for portfolio diversification, we investigate the interlinkages between a private equity ETF and a set of high-demand asset classes including bonds, equities, crude oil, gold, commodities, currency, Bitcoin, and shipping within a spillover framework. For this objective, we...
Persistent link: https://www.econbiz.de/10014349609
Persistent link: https://www.econbiz.de/10014495017