Emerging equity markets connectedness, portfolio hedging strategies and effectiveness
Nizar Harrathi, Chaker Aloui, Mohamed Ali Houfi & Jihed Majdoub
| Year of publication: |
April 2016
|
|---|---|
| Authors: | Harrathi, Nizar ; Aloui, Chaker ; Houfi, Mohamed Ali ; Majdoub, Jihed |
| Published in: |
International journal of financial research. - Toronto : Sciedu Press, ISSN 1923-4023, ZDB-ID 2611282-6. - Vol. 7.2016, 2, p. 189-201
|
| Subject: | volatility spillovers | multivariate GARCH | emerging markets | hedging strategies | hedging effectiveness | Schwellenländer | Emerging economies | Hedging | Volatilität | Volatility | ARCH-Modell | ARCH model | Portfolio-Management | Portfolio selection | Aktienmarkt | Stock market | Spillover-Effekt | Spillover effect | Theorie | Theory | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.5430/ijfr.v7n2p189 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011577189