Time–frequency return co-movement among asset classes around the COVID-19 outbreak: portfolio implications

IF 1.7 Q3 BUSINESS, FINANCE

Journal of Economics and Finance Pub Date : 2022-07-09 DOI:10.1007/s12197-022-09594-8

Seyed Alireza Athari, N. Hung

引用次数: 16

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COVID-19爆发期间资产类别的时频收益协同运动:对投资组合的影响

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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来源期刊

Journal of Economics and Finance Economics, Econometrics and Finance-Finance

CiteScore

2.50

自引率

0.00%

发文量

期刊介绍： The Journal of Economics and Finance is the official journal of the Academy of Economics and Finance. It publishes theoretical and empirical research papers in economics and finance. Its primary focus is on empirical studies utilizing recent advances in econometrics with an emphasis on the policy relevance of the findings.Officially cited as: J Econ Finance