Asymmetric return and volatility transmission in conventional and Islamic equities
Year of publication: |
June 2017
|
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Authors: | Umar, Zaghum ; Suleman, Tahir |
Published in: |
Risks : open access journal. - Basel : MDPI, ISSN 2227-9091, ZDB-ID 2704357-5. - Vol. 5.2017, 2, p. 1-18
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Subject: | Islamic stock market | conventional stock markets | asymmetric return and volatility spillovers | EGARCH | Volatilität | Volatility | Aktienmarkt | Stock market | Kapitaleinkommen | Capital income | Spillover-Effekt | Spillover effect | ARCH-Modell | ARCH model | Börsenkurs | Share price |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3390/risks5020022 [DOI] hdl:10419/167917 [Handle] |
Classification: | G01 - Financial Crises ; G10 - General Financial Markets. General ; G15 - International Financial Markets |
Source: | ECONIS - Online Catalogue of the ZBW |
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