Return dynamics and volatility spillovers between FOREX and MENA stock markets: what to remember for portfolio choice?
Year of publication: |
2015-01-04
|
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Authors: | Arfaoui, Mongi ; Ben Rejeb, Aymen |
Institutions: | Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München |
Subject: | MENA markets | Foreign exchange | flow oriented model | portfolio balance approach | volatility spillovers | portfolio designs | hedging effectiveness |
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