Browsing Management & Marketing by Author "Mensi W."
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Risk spillovers and hedging effectiveness between major commodities, and Islamic and conventional GCC banks
Mensi W.; Hammoudeh S.; Al-Jarrah I.M.W.; Al-Yahyaee K.H.; Kang S.H. ( Elsevier Ltd , 2019 , Article)This paper examines the dynamic risk spillovers and hedging effectiveness between two important commodity markets (oil and gold) and both the Islamic and conventional bank stock indices for five GCC countries (Bahrain, ...