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~accessRights:"free"
~person:"Al-Nassar, Nassar S."
~person:"Wunsch, Marcus"
~subject:"Correlation"
~type_genre:"Article in journal"
~type_genre:"Government document"
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The dynamic return and volatility spillovers among size-based stock portfolios in the Saudi market and their portfolio management implications during different crises
Al-Nassar, Nassar S.
- In:
International Journal of Financial Studies : open …
11
(
2023
)
3
,
pp. 1-30
crises, which translate to higher hedge ratios, increasing the cost of
hedging
during turbulent times. The optimal portfolio …
Persistent link: https://www.econbiz.de/10014414270
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