How do the global equity and bond markets affect Islamic and conventional banks? : a comparative cross-country analysis using multivariate regression quantiles
Resul Aydemir, Huzeyfe Zahit Atan, Bulent Guloglu
| Year of publication: |
2022
|
|---|---|
| Authors: | Aydemir, Resul ; Atan, Huzeyfe Zahit ; Güloğlu, Bülent |
| Published in: |
Eurasian economic review : a journal in applied macroeconomics and finance. - Heidelberg : Springer, ISSN 2147-429X, ZDB-ID 2646817-7. - Vol. 12.2022, 1, p. 95-114
|
| Subject: | Dynamic value at risk | Equity markets | Financial risk spillovers | Islamic banks | Quantile vector autoregression | Tail codependence | Islamisches Finanzsystem | Islamic finance | Aktienmarkt | Stock market | Risikomaß | Risk measure | Welt | World | VAR-Modell | VAR model | Volatilität | Volatility | Portfolio-Management | Portfolio selection | Rentenmarkt | Bond market | ARCH-Modell | ARCH model | Theorie | Theory |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s40822-022-00198-5 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013175261