Are Islamic bonds a good safe haven for stocks? : implications for portfolio management in a time-varying regime-switching copula framework
Year of publication: |
2019
|
---|---|
Authors: | Shahzad, Syed Jawad Hussain ; Aloui, Chaker ; Jammazi, Rania ; Shahbaz, Muhammand |
Published in: |
Applied economics. - New York, NY : Routledge, ISSN 1466-4283, ZDB-ID 1473581-7. - Vol. 51.2019, 3, p. 219-238
|
Subject: | Stocks | Islamic bonds | copula | structural breaks | switching regime models | Multivariate Verteilung | Multivariate distribution | Portfolio-Management | Portfolio selection | Kapitaleinkommen | Capital income | Strukturbruch | Structural break | Anleihe | Bond | Schätzung | Estimation | Islamisches Finanzsystem | Islamic finance | Markov-Kette | Markov chain | Aktienmarkt | Stock market |
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