Can treasury inflation-protected securities safeguard investors from outward risk spillovers? A portfolio hedging strategy through the prism of COVID-19

Documenting the interlinkages among assets that are widely used to hedge against inflation is crucial for investors, as the necessity to protect the investment portfolio is stronger under inflationary conditions. For this purpose, we investigate the volatility spillovers between treasury inflation-p...

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Detalles Bibliográficos
Autores principales: Papathanasiou, Spyros, Kenourgios, Dimitris, Koutsokostas, Drosos, Pergeris, Georgios
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Palgrave Macmillan UK 2022
Materias:
Original Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9628435/
http://dx.doi.org/10.1057/s41260-022-00292-y

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9628435/
http://dx.doi.org/10.1057/s41260-022-00292-y

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