An empirical analysis of the dynamic impact of DeFi on GCC foreign exchange forward markets : portfolio implication
Year of publication: |
2024
|
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Authors: | Thuy Tien Ho ; Nguyen Mau Ba Dang ; Ngo Thai Hung |
Published in: |
International journal of Islamic and Middle Eastern finance and management. - Bingley : Emerald, ISSN 1753-8408, ZDB-ID 2423843-0. - Vol. 17.2024, 1, p. 170-194
|
Subject: | DeFi | Foreign exchange rates | GARCH-DECO | Cross-quantilogram | GCC countries | Arabische Golf-Staaten | Gulf countries | Wechselkurs | Exchange rate | Währungsderivat | Currency derivative | Portfolio-Management | Portfolio selection | Volatilität | Volatility |
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