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Oil price risk exposure of BRIC stock markets and hedging effectiveness.
Syed Jawad Hussain Shahzad
Elie Bouri
Mobeen Ur Rehman
Muhammad Abubakr Naeem
Tareq Saeed
Published in:
Ann. Oper. Res. (2022)
Keyphrases
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stock market
financial markets
risk management
portfolio optimization
stock price
financial data
short term
stock exchange
stock data
early warning
option pricing
stock returns