Spillovers between positively and negatively affected service sectors from the COVID-19 health crisis : implications for portfolio management
Nassar S. Al-Nassar, Imran Yousaf, Beljid Makram
| Year of publication: |
2023
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|---|---|
| Authors: | Al-Nassar, Nassar S. ; Yousaf, Imran ; Makram, Beljid |
| Published in: |
Pacific-Basin finance journal. - Amsterdam [u.a.] : Elsevier, ISSN 0927-538X, ZDB-ID 1343420-2. - Vol. 79.2023, p. 1-25
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| Subject: | COVID-19 | Hedging | Portfolio diversification | Return-risk spillovers | Time-varying correlations | Travel and leisure | Portfolio-Management | Portfolio selection | Coronavirus | Spillover-Effekt | Spillover effect | Dienstleistungssektor | Service industry | Korrelation | Correlation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.pacfin.2023.102009 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014463145