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Hedging the risks of MENA stock markets with gold : evidence from the spectral approach

Ourir, Awatef; Bouri, Elie; Essaadi, Essahbi - In: Computational economics 61 (2023) 1, pp. 197-231

In this paper, we contribute to the old debate on the dynamic correlation between gold and stock markets by considering a spectral approach within the framework of portfolio hedging. Specifically, we consider eight MENA stock markets (Tunisia, Egypt, Morocco, Jordan, UAE, Saudi Arabia, Qatar,...

Persistent link: https://www.econbiz.de/10014228422

Special issue: crisis and risk management : recent developments in computational economics

Ftiti, Zied (ed.); Prigent, Jean-Luc (ed.) - 2023

Persistent link: https://www.econbiz.de/10014382722

Crisis and risk management : recent developments in computational economics

Ftiti, Zied; Prigent, Jean-Luc - In: Computational economics 62 (2023) 2, pp. 487-491

Persistent link: https://www.econbiz.de/10014382726

Tests of financial market contagion : evolutionary cospectral analysis versus wavelet analysis

Ftiti, Zied; Tiwari, Aviral Kumar; Belanès, Amél; … - In: Computational economics 46 (2015) 4, pp. 575-611

Persistent link: https://www.econbiz.de/10011478891

Forecasting inflation uncertainty in the United States and Euro area

Ftiti, Zied; Jawadi, Fredj - In: Computational economics 54 (2019) 1, pp. 455-476

Persistent link: https://www.econbiz.de/10012134205