The dynamic connectedness between collateralized loan obligations and major asset classes : a TVP-VAR approach and portfolio hedging strategies for investors
Spyros Papathanasiou, Dimitris Kenourgios, Drosos Koutsokostas, Georgios Pergeris
| Year of publication: |
2024
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|---|---|
| Authors: | Papathanasiou, Spyros ; Kenourgios, Dimitris ; Koutsokostas, Drosos ; Pergeris, Georgios |
| Published in: |
Empirical economics : a quarterly journal of the Institute for Advanced Studies. - Berlin : Springer, ISSN 1435-8921, ZDB-ID 1462176-9. - Vol. 67.2024, 3, p. 1063-1089
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| Subject: | Bitcoin | Collateralized loan obligations | Connectedness | Hedging ability | Real estate | Shipping | Hedging | Kreditsicherung | Collateral | Portfolio-Management | Portfolio selection | Kreditrisiko | Credit risk | Asset-Backed Securities | Asset-backed securities | Anlageverhalten | Behavioural finance | Kapitalanlage | Financial investment |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s00181-024-02583-2 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015141907