Dynamic correlations and volatility linkages between stocks and sukuk : evidence from international markets
Alex Sclip, Alberto Dreassi, Stefano Miani, Andrea Paltrinieri
| Year of publication: |
November 2016
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|---|---|
| Authors: | Sclip, Alex ; Dreassi, Alberto ; Miani, Stefano ; Paltrinieri, Andrea |
| Published in: |
Review of financial economics : RFE. - Medford, MA : Wiley, ISSN 1058-3300, ZDB-ID 1116477-3. - Vol. 31.2016, p. 34-44
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| Subject: | Sukuk | Dynamic correlations | Volatility linkages | Asset allocation | DCC GARCH | Volatilität | Volatility | Korrelation | Correlation | ARCH-Modell | ARCH model | Portfolio-Management | Portfolio selection | Aktienmarkt | Stock market | Anleihe | Bond |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.rfe.2016.06.005 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011636643