Is the effectiveness of government bonds as a diversifier of equity risk weakened after the Covid-19 crisis?† (Q6158386)
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scientific article; zbMATH DE number 7698373
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Is the effectiveness of government bonds as a diversifier of equity risk weakened after the Covid-19 crisis?† |
scientific article; zbMATH DE number 7698373 |
Statements
Is the effectiveness of government bonds as a diversifier of equity risk weakened after the Covid-19 crisis?† (English)
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20 June 2023
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non-normality
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dynamic conditional score models
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DCC models
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regime-switching models
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optimal asset allocation
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