Frequency spillovers and portfolio risk implications between Sukuk, Islamic stock and emerging stock markets
Year of publication: |
2023
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Authors: | Mensi, Walid ; Ur Rehman, Mobeen ; Maitra, Debasish ; Al-Yahyaee, Khamis Hamed ; Xuan Vinh Vo |
Published in: |
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9769, ZDB-ID 1114217-0. - Vol. 91.2023, p. 139-157
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Subject: | BRICS | Co-movements | Islamic assets | Multivariate wavelet approach | Aktienmarkt | Stock market | Islamisches Finanzsystem | Islamic finance | Portfolio-Management | Portfolio selection | Schwellenländer | Emerging economies | Spillover-Effekt | Spillover effect | Islamische Staaten | Islamic countries | BRICS-Staaten | BRICS countries | Börsenkurs | Share price | Kapitalanlage | Financial investment | Zustandsraummodell | State space model | Islam | Kapitaleinkommen | Capital income | ARCH-Modell | ARCH model | Anleihe | Bond | Multivariate Analyse | Multivariate analysis |
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