Leverage, return, volatility and contagion: Evidence from the portfolio framework
Year of publication: |
2014-07-12
|
---|---|
Authors: | el Alaoui, AbdelKader ; Masih, Mansur ; Bacha, Obiyathulla ; Asutay, Mehmet |
Institutions: | Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München |
Subject: | Volatility | leverage | contagion | Mean Variance Efficient Frontier | Wavelet Time–frequency analysis |
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