Hedging Islamic and conventional stock markets with other financial assets : comparison between competing DCC models on hedging effectiveness
Year of publication: |
2021
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Authors: | Hamma, Wajdi ; Ghorbel, Ahmed ; Jarboui, Anis |
Published in: |
The journal of asset management : a major new, international quarterly journal for the financial community. - London [u.a.] : Henry Stewart Publ., ISSN 1479-179X, ZDB-ID 2039445-7. - Vol. 22.2021, 3, p. 179-199
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Subject: | Islamic and conventional stock markets | (A)DCC and FDCC models | Optimal hedge ratio | Hedging effectiveness | Rolling estimation | Hedging | Theorie | Theory | Aktienmarkt | Stock market | Portfolio-Management | Portfolio selection |
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