Connectedness and hedging between gold and Islamic securities : a new evidence from time-frequency domain approaches
Aktham I. Maghyereh, Hussein Abdoh, Basel Awartani
| Year of publication: |
2019
|
|---|---|
| Authors: | Maghyereh, Aktham I. ; Abdoh, Hussein ; Awartani, Basel |
| Published in: |
Pacific-Basin finance journal. - Amsterdam [u.a.] : Elsevier, ISSN 0927-538X, ZDB-ID 1343420-2. - Vol. 54.2019, p. 13-28
|
| Subject: | Connectedness | Frequency | Gold | Optimal hedge ratio | Sharia-compliant stocks | Sukuk | Wavelet analysis | Hedging | Aktienmarkt | Stock market | Zustandsraummodell | State space model | Welt | World | Islamisches Finanzsystem | Islamic finance | Anleihe | Bond |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.pacfin.2019.01.008 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012133620