Dynamic inflation hedging performance and downside risk : a comparison between Islamic and conventional stock indices
Refk Selmi, Mark Wohar, Florent Deisting, Kamal Kasmaoui
| Year of publication: |
2023
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| Authors: | Selmi, Refk ; Wohar, Mark E. ; Deisting, Florent ; Kasmaoui, Kamal |
| Published in: |
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9769, ZDB-ID 1114217-0. - Vol. 91.2023, p. 56-67
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| Subject: | Dependence-switching copula model | Dynamic downside risk measures | Global inflation, hedge | The Dow Jones Islamic index | The Dow Jones World index | Hedging | Aktienindex | Stock index | Inflation | Portfolio-Management | Portfolio selection | Schätzung | Estimation | Islamisches Finanzsystem | Islamic finance | Aktienmarkt | Stock market | Welt | World | Vergleich | Comparison |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.qref.2023.07.006 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014461539