Hedging the risks of MENA stock markets with gold : evidence from the spectral approach
Year of publication: |
2023
|
---|---|
Authors: | Ourir, Awatef ; Bouri, Elie ; Essaadi, Essahbi |
Subject: | DCC-GARCH model | Evolutionary spectral analysis | Gold | Hedge ratio | Stock market index | Hedging | Aktienmarkt | Stock market | Aktienindex | Stock index | Zeitreihenanalyse | Time series analysis | ARCH-Modell | ARCH model | Portfolio-Management | Portfolio selection |
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