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
96
129