Work

Hedging effectiveness of alternative assets: evidence from range-based dynamic correlation models

Year: 2025

Type: article

Source: Studies in Economics and Finance

DOI: 10.1108/sef-04-2025-0245

Authors: Sercan Demiralay, Petros Golitsis, Athanasios Fassas, Jocelyn Chen

Institutions: Nottingham Trent University, University of York, University of Thessaly

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W4415602895

FWCI: 3.756

Cites: 75

Cited by: 4

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