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True expense ratio and true alpha of imperfect diversification : evidence from stock market in Bangladesh

Hossain, Md Sajib - In: International journal of economics and finance 12 (2020) 11, pp. 21-27

Persistent link: https://www.econbiz.de/10012426348

Diversification and bank stability

Liang, Shuo; Moreira, Fernando; Lee, Joosung - In: Economics letters 193 (2020), pp. 1-3

Persistent link: https://www.econbiz.de/10012509107

Output value risk for commodity producers : the uncertain benefits of diversification

Merener, Nicolas; Steglich, Maria Eugenia - In: World development : the multi-disciplinary … 101 (2018), pp. 322-333

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Analysis of systemic risk in the insurance industry

Bobtcheff, Catherine; Chaney, Thomas; Gollier, Christian - In: The Geneva risk and insurance review 41 (2016) 1, pp. 73-106

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Does Bitcoin hedge commodity uncertainty?

Hoang, Khanh; Nguyen, Cuong; Poch, Kongchheng; Nguyen, … - In: Journal of risk and financial management : JRFM 13 (2020) 6/119, pp. 1-14

This paper examines the connectedness between Bitcoin and commodity volatilities, including oil, wheat, and corn, during the period Oct. 2013-Jun. 2018, using time- and frequency-domain frameworks. The time-domain framework's results show that the connectedness is 23.49%, indicating a low level...

Persistent link: https://www.econbiz.de/10012305145