Analysing dynamic linkages and hedging strategies between Islamic and conventional sector equity indexes
Walid Mensi, Shawkat Hammoudeh, Ahmet Sensoy and Seong-Min Yoon
| Year of publication: |
May-June 2017
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| Authors: | Mensi, Walid ; Hammoudeh, Shawkat ; Sensoy, Ahmet ; Yoon, Seong-min |
| Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 49.2017, 25, p. 2456-2479
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| Subject: | Sectoral Islamic index | conventional index | cross-correlation analysis | diversification | GARCH-cDCC model | Theorie | Theory | Aktienindex | Stock index | Hedging | Portfolio-Management | Portfolio selection | Islam | Islamisches Finanzsystem | Islamic finance | Index | Index number |
| Type of publication: | Article |
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| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/00036846.2016.1240349 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011819434