Hedging Dow Jones Islamic and conventional emerging market indices with CDS, oil, gold and the VSTOXX: A comparison between DCC, ADCC and GO-GARCH models-Reference-Cited by-同舟云学术

Hedging Dow Jones Islamic and conventional emerging market indices with CDS, oil, gold and the VSTOXX: A comparison between DCC, ADCC and GO-GARCH models

Published:2021-04 Issue: Volume: Page:
ISSN:2214-8450
Container-title:Borsa Istanbul Review
language:en
Short-container-title:Borsa Istanbul Review

Author:

Hachicha Nejib^ORCID,Ghorbel Ahmed,Feki Mohamed Chiheb^ORCID,Tahi Sofiane,Dammak Fredj Amine

Publisher

Elsevier BV

Subject

General Medicine

Reference55 articles.

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