The role of catastrophe bonds in an international multi-asset portfolio: Diversifier, hedge, or safe haven?
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DOI: 10.1016/j.frl.2019.05.016
Abstract: Abstract We examine whether catastrophe bonds can serve as a hedge or a safe haven for global stock, bond, real estate, commodity, private equity, and infrastructure markets. Our findings indicate that catastrophe bonds are a… read more here.
Keywords: hedge safe; diversifier; asset; catastrophe ... See more keywords