Are there any other safe haven assets? : evidence for “exotic” and alternative assets
Dimitrios Dimitriou, Dimitris Kenourgios, Theodore Simos
| Year of publication: |
2020
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|---|---|
| Authors: | Dimitriou, Dimitrios ; Kenourgios, Dimitris ; Simos, Theodore |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 69.2020, p. 614-628
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| Subject: | Exotic assets | Alternative assets | Fractionally cointegrated VAR (FC-VAR) | Safe haven | Wavelet coherence | Portfolio-Management | Portfolio selection | Schätzung | Estimation | Theorie | Theory | Kointegration | Cointegration | Internationaler Finanzmarkt | International financial market |