Extracting portfolio management strategies from volatility transmission models in regime-changing environments : evidence from GCC and global markets
Ahmed A. A. Khalifa; Shawkat Hammoudeh; Edoardo Otranto
| Year of publication: |
2014
|
|---|---|
| Authors: | Khalifa, Ahmed A. A. ; Hammoudeh, Shawkat ; Otranto, Edoardo |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 41.2014, p. 365-374
|
| Subject: | GCC markets | Global markets | Multi-chain MS model | Hedging effectiveness | Portfolio weights | Portfolio-Management | Portfolio selection | Hedging | Arabische Golf-Staaten | Gulf countries | Volatilität | Volatility |
| Extent: | graph. Darst. |
|---|---|
| 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/10010440698