Spillovers and portfolio optimization of precious metals and global/regional equity markets
Jose Arreola Hernandez, Sang Hoon Kang and Seong-Min Yoon
| Year of publication: |
2022
|
|---|---|
| Authors: | Hernandez, Jose Arreola ; Kang, Sang Hoon ; Yoon, Seong-min |
| Published in: |
Applied economics. - New York, NY : Routledge, ISSN 1466-4283, ZDB-ID 1473581-7. - Vol. 54.2022, 20, p. 2320-2342
|
| Subject: | interdependence | portfolio optimization | Precious metal commodities | spillover index | stock markets | Portfolio-Management | Portfolio selection | Spillover-Effekt | Spillover effect | Aktienmarkt | Stock market | Schätzung | Estimation | Edelmetall | Precious metal | Volatilität | Volatility | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/00036846.2021.1988889 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012875943