Mensi, Walid; Maitra, Debasish; Selmi, Refk; Xuan Vinh Vo - In: Financial innovation : FIN 9 (2023) 1, pp. 1-27
North Africa (MENA) region and (ii) using the copula-quantile-on-quantile and conditional value at risk methods to detail … markets show negative correlations with MENA stock markets. The risk spillover from gold to stock markets intensified during … the global financial and European crises. Given the risk spillover between gold and stock markets, investors in MENA …