Volatility spillover and hedging effectiveness among China and emerging Asian Islamic equity indexes
Year of publication: |
June 2017
|
---|---|
Authors: | Majdoub, Jihed ; Ben Sassi, Salim |
Published in: |
Emerging markets review. - Amsterdam [u.a.] : Elsevier, ISSN 1566-0141, ZDB-ID 2025202-X. - Vol. 31.2017, p. 16-31
|
Subject: | Volatility spillover | Emerging markets | Islamic finance | Volatilität | Volatility | Schwellenländer | Emerging economies | Spillover-Effekt | Spillover effect | China | Islamisches Finanzsystem | Hedging | Aktienmarkt | Stock market | Asien | Asia | Aktienindex | Stock index | Islamische Staaten | Islamic countries |
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