Dynamic inflation hedging performance and downside risk : a comparison between Islamic and conventional stock indices
Refk Selmi, Mark Wohar, Florent Deisting, Kamal Kasmaoui
| Year of publication: |
2023
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|---|---|
| Authors: | Selmi, Refk ; Wohar, Mark E. ; Deisting, Florent ; Kasmaoui, Kamal |
| Published in: |
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9769, ZDB-ID 1114217-0. - Vol. 91.2023, p. 56-67
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| Subject: | Dependence-switching copula model | Dynamic downside risk measures | Global inflation, hedge | The Dow Jones Islamic index | The Dow Jones World index | Aktienindex | Stock index | Hedging | Inflation | Portfolio-Management | Portfolio selection | Welt | World | Risikomaß | Risk measure | Vergleich | Comparison | Messung | Measurement | Islamisches Finanzsystem | Islamic finance |