Portfolio diversification impact of oil and asymmetric interaction between oil, equity and bonds in the global market : fresh evidence from alternative approaches
Abdulnasser Hatemi-J, Eduardo Roca and Alan Mustafa
| Year of publication: |
2023
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|---|---|
| Authors: | Hatemi-J, Abdulnasser ; Roca, Eduardo ; Mustafa, Alan |
| Published in: |
Journal of economic studies. - [Erscheinungsort nicht ermittelbar] : Proquest, ISSN 1758-7387, ZDB-ID 1480042-1. - Vol. 50.2023, 4, p. 790-805
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| Subject: | Asymmetric causality | Bonds | Oil | Portfolio diversification | World equity | Portfolio-Management | Portfolio selection | Welt | World | Erdöl | Petroleum | Anleihe | Bond | Ölpreis | Oil price | Portfoliodiversifikation | Volatilität | Volatility |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1108/JES-04-2022-0214 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014252453