Yilmaz, Tunahan - In: International econometric review 13 (2021) 4, pp. 89-117
This study examines the most optimal hedging portfolio for some selected emerging and developed markets by employing … the most efficient hedging portfolio for each emerging country, firstly, we used Dcc-Figarch specifications to measure … methods: Optimal hedge ratio and optimal portfolio weight. These methods are two hedging portfolio implications. Lastly, we …