Do structural breaks affect portfolio designs and hedging strategies? : international evidence from stock-commodity markets linkages
Arfaoui Mongi, Haj Ali Dhouha
Year of publication: |
2016
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Authors: | Mongi, Arfaoui ; Dhouha, Haj Ali |
Published in: |
International journal of economics and financial issues : IJEFI. - Mersin : EconJournals, ISSN 2146-4138, ZDB-ID 2632572-X. - Vol. 6.2016, 1, p. 252-270
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Subject: | Volatility Spillovers | Structural Breaks | Portfolio Designs and Hedging | Strukturbruch | Structural break | Hedging | Portfolio-Management | Portfolio selection | Volatilität | Volatility | Spillover-Effekt | Spillover effect | ARCH-Modell | ARCH model |
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