The dynamic connectedness between collateralized loan obligations and major asset classes: a TVP-VAR approach and portfolio hedging strategies for investors
In: Empirical Economics: Journal of the Institute for Advanced Studies, Vienna, Austria, 2024-04-02, S. 1-27
Online
academicJournal
Zugriff:
Titel: |
The dynamic connectedness between collateralized loan obligations and major asset classes: a TVP-VAR approach and portfolio hedging strategies for investors
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Autor/in / Beteiligte Person: | Papathanasiou, Spyros ; Kenourgios, Dimitris ; Koutsokostas, Drosos ; Pergeris, Georgios |
Link: | |
Zeitschrift: | Empirical Economics: Journal of the Institute for Advanced Studies, Vienna, Austria, 2024-04-02, S. 1-27 |
Veröffentlichung: | 2024 |
Medientyp: | academicJournal |
ISSN: | 0377-7332 (print) ; 1435-8921 (print) |
DOI: | 10.1007/s00181-024-02583-2 |
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