Hedging the Risks of MENA Stock Markets with Gold: Evidence from the Spectral Approach

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, and Om...

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Detalles Bibliográficos
Autores principales: Ourir, Awatef, Bouri, Elie, Essaadi, Essahbi
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Springer US 2021
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8487238/
https://www.ncbi.nlm.nih.gov/pubmed/34629754
http://dx.doi.org/10.1007/s10614-021-10204-8

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8487238/
https://www.ncbi.nlm.nih.gov/pubmed/34629754
http://dx.doi.org/10.1007/s10614-021-10204-8

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