Cargando…
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...
Autores principales: | Ding, Haoyuan, Pu, Bo, Ying, Jiezhou |
---|---|
Formato: | Online Artículo Texto |
Lenguaje: | English |
Publicado: |
Elsevier B.V.
2023
|
Materias: | |
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 |
Ejemplares similares
-
Dynamic spillovers and portfolio implication between green cryptocurrencies and fossil fuels
por: Umar, Zaghum, et al.
Publicado: (2023) -
Spillovers between positively and negatively affected service sectors from the COVID-19 health crisis: Implications for portfolio management
por: Al-Nassar, Nassar S., et al.
Publicado: (2023) -
Can treasury inflation-protected securities safeguard investors from outward risk spillovers? A portfolio hedging strategy through the prism of COVID-19
por: Papathanasiou, Spyros, et al.
Publicado: (2022) -
Exploring Spillover Effects for COVID-19 Cascade Prediction
por: Chen, Ninghan, et al.
Publicado: (2022) -
Cover's universal portfolio, stochastic portfolio theory, and the numéraire portfolio
por: Cuchiero, Christa, et al.
Publicado: (2018)