Dynamic return connectedness between commodities and travel & leisure ETFs : investment strategies and portfolio implications
Chunlin Lang, Yang Hu, Shaen Corbet, John W. Goodell
| Year of publication: |
2023
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|---|---|
| Authors: | Lang, Chunlin ; Hu, Yang ; Corbet, Shaen ; Goodell, John W. |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 58.2023, 2, p. 1-9
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| Subject: | Commodities | Dynamic connectedness | Exchange traded funds | Portfolio diversification | Travel and leisure | Portfolio-Management | Portfolio selection | Indexderivat | Index derivative | Investmentfonds | Investment Fund | Kapitaleinkommen | Capital income | Freizeit | Leisure | Welt | World | Anlageverhalten | Behavioural finance | Tourismus | Tourism |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2023.104371 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014631118