How does volatility of characteristics-sorted portfolios respond to macroeconomic volatility?
Ahmed Al Samman, Mahmoud Moustafa Otaify
| Year of publication: |
2017
|
|---|---|
| Authors: | Al Samman, Ahmed ; Otaify, Mahmoud Moustafa |
| Published in: |
International journal of economics and financial issues : IJEFI. - Mersin : EconJournals, ISSN 2146-4138, ZDB-ID 2632572-X. - Vol. 7.2017, 4, p. 300-315
|
| Subject: | Characteristics-sorted Portfolios | Macroeconomic Volatility | Spline-GARCH | Egyptian Exchange | Volatilität | Volatility | Portfolio-Management | Portfolio selection | Ägypten | Egypt | Konjunktur | Business cycle | Wirkungsanalyse | Impact assessment |
| 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/10011824266