Similar Search Results

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

Ourir, Awatef; Bouri, Elie; Essaadi, Essahbi - 2021

Persistent link: https://www.econbiz.de/10012692391

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

The feasibility of currency union in Gulf Cooperation Council countries : a business cycle synchronisation view

Essaadi, Essahbi - In: The world economy : the leading journal on … 40 (2017) 10, pp. 2153-2171

Persistent link: https://www.econbiz.de/10011958811

Markets liquidity risk under extremal dependence : analysis with VaRs methods

Ourir, Awatef; Snoussi, Wafa - In: Economic modelling 29 (2012) 5, pp. 1830-1836

Persistent link: https://www.econbiz.de/10009667092

Business cycles synchronisation in East Asian economy : evidences from time-varying coherence study

Allegret, Jean-Pierre; Essaadi, Essahbi - In: Economic modelling 28 (2011) 1/2, pp. 351-365

Persistent link: https://www.econbiz.de/10009269931

The Asian crisis contagion : a dynamic correlation approach analysis

Essaadi, Essahbi; Jouini, Jamel; Khallouli, Wajih - In: Panoeconomicus 56 (2009) 2, pp. 241-260

Persistent link: https://www.econbiz.de/10003885684