Arfaoui Mongi, Haj Ali Dhouha

Do Structural Breaks Affect Portfolio Designs and Hedging Strategies? International Evidence from Stock-Commodity Markets Linkages

Do Structural Breaks Affect Portfolio Designs and Hedging Strategies? International Evidence from Stock-Commodity Markets Linkages

International Journal of Economics and Financial Issues

2016-Cilt: 6 Sayı: 1

252-270

volatility spillovers, structural breaks, portfolio designs and hedging

5158