New evidence on hedges and safe havens for Gulf stock markets using the wavelet-based quantile
Walid Mensi, Shawkat Hammoudeh, Aviral Kumar Tiwari
| Year of publication: |
September 2016
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|---|---|
| Authors: | Mensi, Walid ; Hammoudeh, Shawkat ; Tiwari, Aviral Kumar |
| Published in: |
Emerging markets review. - Amsterdam [u.a.] : Elsevier, ISSN 1566-0141, ZDB-ID 2025202-X. - Vol. 28.2016, p. 155-183
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| Subject: | GCC markets | Islamic equity index | Macroeconomics factors | Quantile | Wavelet | Aktienmarkt | Stock market | Arabische Golf-Staaten | Gulf countries | Hedging | Schätzung | Estimation | Portfolio-Management | Portfolio selection |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ememar.2016.08.003 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011670987