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Frequency connectedness and spillovers among oil and Islamic sector stock markets: Portfolio hedging implications

Authors :
Walid Mensi
Sami Al Kharusi
Xuan Vinh Vo
Sang Hoon Kang
Source :
Borsa Istanbul Review. 22:1098-1117
Publication Year :
2022
Publisher :
Elsevier BV, 2022.

Details

ISSN :
22148450
Volume :
22
Database :
OpenAIRE
Journal :
Borsa Istanbul Review
Accession number :
edsair.doi...........372347d4dd066f380e318745c295223a
Full Text :
https://doi.org/10.1016/j.bir.2022.07.008