Direct and spillover portfolio effects of COVID-19()

This paper investigates the direct and spillover portfolio effects from the global outbreak of COVID-19. We find that an increase of the newly added cases of one specific country causes investors to significantly decrease their portfolio allocations in the outbreak countries (direct effect). Simulta...

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Detalles Bibliográficos
Autores principales: Ding, Haoyuan, Pu, Bo, Ying, Jiezhou
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Elsevier B.V. 2023
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10030264/
https://www.ncbi.nlm.nih.gov/pubmed/36987439
http://dx.doi.org/10.1016/j.ribaf.2023.101932

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10030264/
https://www.ncbi.nlm.nih.gov/pubmed/36987439
http://dx.doi.org/10.1016/j.ribaf.2023.101932

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