A cross-volatility index for hedging the country risk
Year of publication: |
September 2015
|
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Authors: | Aboura, Sofiane ; Chevallier, Julien |
Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 38.2015, p. 25-41
|
Subject: | Cross-volatility index | Country risk | Factor-DCC | PCA | LASSO | Länderrisiko | Hedging | Index | Index number | Theorie | Theory | Aktienindex | Stock index | Indexberechnung | Index construction |
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