Multiscale relationship between economic policy uncertainty and sectoral returns : implications for portfolio management
Abdel Razzaq Al Rababa'a, Mohammad Alomari, Mobeen Ur Rehman, David McMillan, Raed Hendawi
| Year of publication: |
2022
|
|---|---|
| Authors: | Al Rababa'a, Abdel Razzaq ; Alomari, Mohammad ; Ur Rehman, Mobeen ; McMillan, David G. ; Hendawi, Raed |
| Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 61.2022, p. 1-30
|
| Subject: | Economic policy uncertainty | Sectoral returns | Sharpe ratio | Value at risk | Wavelet coherence | Portfolio-Management | Portfolio selection | Wirtschaftspolitik | Economic policy | Kapitaleinkommen | Capital income | Risiko | Risk | Risikomaß | Risk measure |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ribaf.2022.101664 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014246854