Risk spillovers and hedging effectiveness between major commodities, and Islamic and conventional GCC banks

Author:

Mensi Walid,Hammoudeh Shawkat,Al-Jarrah Idries Mohammad Wanas,Al-Yahyaee Khamis Hamed,Kang Sang Hoon

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference39 articles.

1. Dynamic conditional correlation: on properties and estimation;Aielli;J. Bus. Econ. Stat.,2013

2. Dynamic spillovers between commodity and currency markets;Antonakakis;Int. Rev. Finan. Anal.,2015

3. Exchange rate exposure, hedging, and the use of foreign currency derivatives;Allayannis;J. Int. Money Finan.,2001

4. China’s Growing Influence on Asian Financial Markets;Arslanalp,2016

5. Nonsynchronous security trading and market index autocorrelation;Atchison;J. Finan.,1987

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