Time-varying correlations and Sharpe ratios during quantitative easing (Q2691736)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Time-varying correlations and Sharpe ratios during quantitative easing |
scientific article |
Statements
Time-varying correlations and Sharpe ratios during quantitative easing (English)
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30 March 2023
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asset allocation
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multivariate GARCH
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Sharpe ratios
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