Does Shariah compliance make interest rate sensitivity of Islamic equities lower? : an industry level analysis under different market states
Year of publication: |
2018
|
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Authors: | Umar, Zaghum ; Shahzad, Syed Jawad Hussain ; Ferrer, Román ; Jareño, Francisco |
Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 50.2018, 42, p. 4500-4521
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Subject: | Dow Jones Islamic market index | interest rate risk | Islamic stock market | level | quantile regression | slope and curvature of the yield curve | Islamisches Finanzsystem | Islamic finance | Aktienmarkt | Stock market | Islamische Staaten | Islamic countries | Zins | Interest rate | Zinsrisiko | Interest rate risk | Islam | Zinsstruktur | Yield curve | Aktienindex | Stock index |
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