A fractional cointegration VAR analysis of Islamic stocks : a global perspective
Afees A. Salisu, Umar B. Ndako, Idris A. Adediran, Raymond Swaray
| Year of publication: |
2020
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|---|---|
| Authors: | Salisu, Afees A. ; Ndako, Umar Bida ; Adediran, Idris A. ; Swaray, Raymond |
| Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 51.2020, p. 1-22
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| Subject: | Efficient Market Hypothesis | FCVAR | Fractional integration | Islamic stocks | Kointegration | Cointegration | Effizienzmarkthypothese | Efficient market hypothesis | Börsenkurs | Share price | Islam | Aktienmarkt | Stock market | VAR-Modell | VAR model | Islamische Staaten | Islamic countries | Schätzung | Estimation | Welt | World | Islamisches Finanzsystem | Islamic finance |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.najef.2019.101056 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012659434