EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"Hedging effectiveness ratio"
Narrow search

Narrow search

Year of publication
Subject
All
ADCC 1 ARCH model 1 ARCH-Modell 1 Aktienindex 1 Aktienmarkt 1 Credit derivative 1 DCC 1 Dow Jones Islamic and conventional emerging market indices 1 Economic indicator 1 Emerging economies 1 GO-GARCH 1 Hedging 1 Hedging effectiveness ratio 1 Islamic finance 1 Islamisches Finanzsystem 1 Kreditderivat 1 Schwellenländer 1 Sectoral CDS indices 1 Stock index 1 Stock market 1 Welt 1 Wirtschaftsindikator 1 World 1
more ... less ...
Online availability
All
CC license 1 Free 1
Type of publication
All
Article 1
Type of publication (narrower categories)
All
Article in journal 1 Aufsatz in Zeitschrift 1
Language
All
English 1
Author
All
Dammak, Fredj Amine 1 Feki, Mohamed Chiheb 1 Ghorbel, Ahmed 1 Hachicha, Nejib 1 Tahi, Sofiane 1
Published in...
All
Borsa Istanbul Review 1
Source
All
ECONIS (ZBW) 1
Showing 1 - 1 of 1
Cover Image
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
Saved in:
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...