The Fisher's hedge hypothesis : what about homogeneity and stability properties?
Year of publication: |
2024
|
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Authors: | Neifar, Malika ; Harzallah, Amira |
Published in: |
Journal of derivatives and quantitative studies : Seonmul yeongu. - Bingley, United Kingdom : Emerald Publishing Services, ISSN 2713-6647, ZDB-ID 3064233-4. - Vol. 32.2024, 4, p. 344-370
|
Subject: | 2008 global financial crisis | Covid 19 outbreak | Cross-sectional | Fisher hypothesis | Panel data | Stability and homogeneity of hedging property | Time series | Hedging | Finanzkrise | Financial crisis | Theorie | Theory | Fisher-Effekt | Fisher effect | Panel | Panel study | Zeitreihenanalyse | Time series analysis | Coronavirus |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.1108/JDQS-07-2024-0028 [DOI] |
Classification: | E44 - Financial Markets and the Macroeconomy ; G11 - Portfolio Choice ; G15 - International Financial Markets |
Source: | ECONIS - Online Catalogue of the ZBW |
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