Research in international business and finance
Tarchella S, Dhaoui A.
PMID: 34518719
Res Int Bus Finance. 2021 Dec;58:101499. doi: 10.1016/j.ribaf.2021.101499. Epub 2021 Jul 24.
Against COVID-19 risks, this paper examines the hedging performance of alternative assets including some financial assets and commodities futures for the Chinese stock market in a multi-scale setting. Dynamic conditional correlations and optimal hedge ratios of the Shanghai stock...
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Tarchella S, Dhaoui A. Chinese jigsaw: Solving the equity market response to the COVID-19 crisis: Do alternative asset provide effective hedging performance?. Res Int Bus Finance. 2021;58:101499doi: 10.1016/j.ribaf.2021.101499.
Tarchella, S., & Dhaoui, A. (2021). Chinese jigsaw: Solving the equity market response to the COVID-19 crisis: Do alternative asset provide effective hedging performance?. Research in international business and finance, 58101499. https://doi.org/10.1016/j.ribaf.2021.101499
Tarchella, Salma, and Dhaoui, Abderrazak. "Chinese jigsaw: Solving the equity market response to the COVID-19 crisis: Do alternative asset provide effective hedging performance?." Research in international business and finance vol. 58 (2021): 101499. doi: https://doi.org/10.1016/j.ribaf.2021.101499
Tarchella S, Dhaoui A. Chinese jigsaw: Solving the equity market response to the COVID-19 crisis: Do alternative asset provide effective hedging performance?. Res Int Bus Finance. 2021 Dec;58:101499. doi: 10.1016/j.ribaf.2021.101499. Epub 2021 Jul 24. PMID: 34518719; PMCID: PMC8427906.
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