Chinese jigsaw: Solving the equity market response to the COVID-19 crisis: Do alternative asset provide effective hedging performance?

Against COVID-19 risks, this paper examines the hedging performance of alternative assets including some financial assets and commodities futures for the Chinese stock market in a multi-scale setting. Dynamic conditional correlations and optimal hedge ratios of the Shanghai stock exchange with Bitco...

Descripción completa

Detalles Bibliográficos
Autores principales: Tarchella, Salma, Dhaoui, Abderrazak
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Elsevier B.V. 2021
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8427906/
https://www.ncbi.nlm.nih.gov/pubmed/34518719
http://dx.doi.org/10.1016/j.ribaf.2021.101499

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8427906/
https://www.ncbi.nlm.nih.gov/pubmed/34518719
http://dx.doi.org/10.1016/j.ribaf.2021.101499

Ejemplares similares