Browsing by Keywords "Downside risks"

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Dynamic risk spillovers between gold, oil prices and conventional, sustainability and Islamic equity aggregates and sectors with portfolio implications

Mensi, W.; Hammoudeh, S.; Al-Jarrah, I. M. W.; Sensoy A.; Kang, S. H. (Elsevier B.V., 2017)

This paper investigates the time-varying equicorrelations and risk spillovers between crude oil, gold and the Dow Jones conventional, sustainability and Islamic stock index aggregates and 10 associated disaggregated Islamic ...