Hedging Islamic and conventional stock markets with other financial assets : comparison between competing DCC models on hedging effectiveness
Wajdi Hamma, Ahmed Ghorbel, Anis Jarboui
| Year of publication: |
2021
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| Authors: | Hamma, Wajdi ; Ghorbel, Ahmed ; Jarboui, Anis |
| Published in: |
The journal of asset management : a major new, international quarterly journal for the financial community. - London [u.a.] : Henry Stewart Publ., ISSN 1479-179X, ZDB-ID 2039445-7. - Vol. 22.2021, 3, p. 179-199
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| Subject: | Islamic and conventional stock markets | (A)DCC and FDCC models | Optimal hedge ratio | Hedging effectiveness | Rolling estimation | Hedging | Aktienmarkt | Stock market | Theorie | Theory | ARCH-Modell | ARCH model | Börsenkurs | Share price | Welt | World | Islamisches Finanzsystem | Islamic finance |
| Type of publication: | Article |
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| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1057/s41260-021-00208-2 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012581564