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Shift contagion and minimum causal intensity portfolio during the COVID-19 and the ongoing Russia-Ukraine conflict

Author

Listed:
  • Amine Ben Amar

    (Mohammed VI Polytechnic University)

  • Mondher Bouattour

    (Department of Finance, Excelia Business School, La Rochelle, France, LGTO - Laboratoire de Gestion et des Transitions Organisationnelles - UT3 - Université Toulouse III - Paul Sabatier - UT - Université de Toulouse)

  • Makram Bellalah

    (LEFMI - Laboratoire d’Économie, Finance, Management et Innovation - UR UPJV 4286 - UPJV - Université de Picardie Jules Verne)

  • Stéphane Goutte

    (Université Paris-Saclay)

Abstract

No abstract is available for this item.

Suggested Citation

  • Amine Ben Amar & Mondher Bouattour & Makram Bellalah & Stéphane Goutte, 2023. "Shift contagion and minimum causal intensity portfolio during the COVID-19 and the ongoing Russia-Ukraine conflict," Post-Print halshs-04721674, HAL.
    • Handle: RePEc:hal:journl:halshs-04721674
    DOI: 10.1016/j.frl.2023.103853
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