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Spillovers between positively and negatively affected service sectors from the COVID-19 health crisis: Implications for portfolio management

This study empirically investigates and contributes new evidence to the ongoing topic of potential volatility spillover, efficient portfolio management, and hedging strategies. We investigate the connectedness between the travel and leisure sector (which was negatively affected by the COVID-19 pande...

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Detalles Bibliográficos
Autores principales: Al-Nassar, Nassar S., Yousaf, Imran, Makram, Beljid
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Elsevier B.V. 2023
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10010837/
http://dx.doi.org/10.1016/j.pacfin.2023.102009