Dynamics among global asset portfolios

Autor: Georgios P. Kouretas, Nikiforos T. Laopodis, Theodoros Bratis
Rok vydání: 2020
Předmět:
Zdroj: The European Journal of Finance. 26:1876-1899
ISSN: 1466-4364
1351-847X
DOI: 10.1080/1351847x.2020.1791924
Popis: We examine the dynamic correlations among several global financial assets with an eye to potential portfolio diversification benefits during the 2008 US financial crisis and EMU sovereign debt cris...
Databáze: OpenAIRE