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Hedging Islamic and conventional stock markets with other financial assets: comparison between competing DCC models on hedging effectiveness

Year: 2021

Type: article

Source: Journal of Asset Management

DOI: 10.1057/s41260-021-00208-2

Authors: Wajdi Hamma, Ahmed Ghorbel, Anis Jarboui

Institutions: University of Sfax, Faculty of Economics and Management of Sfax

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W3134461828

FWCI: 2.4

Cites: 55

Cited by: 17

Related to: 10