Dynamic dependence of the global Islamic equity index with global conventional equity market indices and risk factors
Year of publication: |
2014
|
---|---|
Authors: | Hammoudeh, Shawkat ; Mensi, Walid ; Reboredo, Juan Carlos ; Nguyen, Duc Khuong |
Published in: |
Pacific-Basin finance journal. - Amsterdam [u.a.] : Elsevier, ISSN 0927-538X, ZDB-ID 1343420-2. - Vol. 30.2014, p. 189-206
|
Subject: | Islamic stock index | Conventional stock indices | Global factors | Copulas | Tail dependence | Aktienindex | Stock index | Aktienmarkt | Stock market | Welt | World | Multivariate Verteilung | Multivariate distribution | Kapitaleinkommen | Capital income | Wirtschaftsindikator | Economic indicator | Globalisierung | Globalization |
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