Do structural breaks affect portfolio designs and hedging strategies? : international evidence from stock-commodity markets linkages
Arfaoui Mongi, Haj Ali Dhouha
| Year of publication: |
2016
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|---|---|
| Authors: | Mongi, Arfaoui ; Dhouha, Haj Ali |
| Published in: |
International journal of economics and financial issues : IJEFI. - Mersin : EconJournals, ISSN 2146-4138, ZDB-ID 2632572-X. - Vol. 6.2016, 1, p. 252-270
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| Subject: | Volatility Spillovers | Structural Breaks | Portfolio Designs and Hedging | Hedging | Volatilität | Volatility | Portfolio-Management | Portfolio selection | Strukturbruch | Structural break | ARCH-Modell | ARCH model | Spillover-Effekt | Spillover effect | Welt | World |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011695300