Search Results - subject:"Emerging Market Indices"

Unveiling the linkages between emerging stock market indices and cryptocurrencies

Ahmed, Wajid Shakeel; Mehmood, Ahsan; Sheikh, Talha; … - In: Asian Academy of Management journal 27 (2022) 2, pp. 189-209

This paper investigated the relationship between cryptocurrencies and emerging stock market indices using fractional integration and co-integration technique. Particularly, fractional integration is applied to examine stochastic properties of individual assets and fractional cointegration to...

Persistent link: https://www.econbiz.de/10014285279

Hedging Dow Jones Islamic and conventional emerging market indices with CDS, oil, gold and the VSTOXX : a comparison between DCC, ADCC and GO-GARCH models

Hachicha, Nejib; Ghorbel, Ahmed; Feki, Mohamed Chiheb; … - In: Borsa Istanbul Review 22 (2022) 2, pp. 209-225

Our goal in this paper is to examine the time-varying optimal hedging ratios for the Dow Jones Islamic and conventional emerging stock market indices, hedged with oil, gold, and the VSTOXX as well as four emerging-country sectoral CDS indices (raw materials, industry, health care, and...

Persistent link: https://www.econbiz.de/10013183878

Long correlations and Normalized Truncated Levy Models applied to the study of Indian Market Indices in comparison with other emerging markets

Mariani, M.C.; Libbin, J.D.; Kumar Mani, V.; Beccar … - In: Physica A: Statistical Mechanics and its Applications 387 (2008) 5, pp. 1273-1282

comparison to other emerging market indices. We verified that the behavior of the return is compatible with a Normalized …

Persistent link: https://www.econbiz.de/10010873582