Quantile dependence and portfolio management between oil, gold, silver, and MENA stock markets
Walid Mensi, Tapas Mishra, Hee-Un Ko, Xuan Vinh Vo, Sang Hoon Kang
| Year of publication: |
2024
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|---|---|
| Authors: | Mensi, Walid ; Mishra, Tapas ; Ko, Hee-Un ; Vo Xuan Vinh ; Kang, Sang Hoon |
| Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 2165501-7. - Vol. 70.2024, 1, Art.-No. 102296, p. 1-29
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| Subject: | COVID-19 | Gold | Hedging effectiveness | MENA stock markets: Quantile-on-Quantile | Silver | Portfolio-Management | Portfolio selection | Aktienmarkt | Stock market | MENA-Staaten | MENA countries | Hedging | Silber | Coronavirus | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ribaf.2024.102296 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015053318