Dynamic risk spillovers and portfolio risk management between precious metals and global foreign exchange markets
Year of publication: |
2020
|
---|---|
Authors: | Mensi, Walid ; Hammoudeh, Shawkat ; Ur Rehman, Mobeen ; Al-Maadid, Alanoud ; Kang, Sang Hoon |
Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 51.2020, p. 1-19
|
Subject: | Currency markets | Hedging | Precious metals | Spillovers | Devisenmarkt | Foreign exchange market | Portfolio-Management | Portfolio selection | Spillover-Effekt | Spillover effect | Edelmetall | Precious metal | Welt | World | Volatilität | Volatility | Währungsrisiko | Exchange rate risk | Risikomanagement | Risk management |
-
Kirkpinar, Aysegul, (2020)
-
Mensi, Walid, (2021)
-
Extreme downside risk connectedness and portfolio hedging among the G10 currencies
Abakah, Emmanuel Joel Aikins, (2024)
- More ...
-
Mensi, Walid, (2019)
-
Al-Yahyaee, Khamis Hamed, (2020)
-
Extreme dependence and risk spillovers between oil and Islamic stock markets
Shahzad, Syed Jawad Hussain, (2018)
- More ...