Common shocks, common transmission mechanisms and time-varying connectedness among Dow Jones Islamic stock market indices and global risk factors
Hedi Ben Haddad, Imed Mezghani, Mohammed Al Dohaiman
| Year of publication: |
2020
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| Authors: | Ben Haddad, Hedi ; Mezghani, Imed ; Al Dohaiman, Mohammed |
| Published in: |
Economic systems. - Amsterdam [u.a.] : Elsevier, ISSN 0939-3625, ZDB-ID 1072886-7. - Vol. 44.2020, 2, p. 1-19
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| Subject: | Dow Jones Islamic equity index | European debt crisis | Global financial crisis | Global risk factors | Permanent-transitory decomposition | Return and volatility spillovers | Serial correlation common features | Finanzkrise | Financial crisis | Volatilität | Volatility | Aktienindex | Stock index | Aktienmarkt | Stock market | Schätzung | Estimation | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Welt | World | Spillover-Effekt | Spillover effect |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ecosys.2020.100760 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012593468