Global factors driving structural changes in the co-movement between sharia stocks and sukuk in the Gulf Cooperation Council countries
Chaker Aloui, Shawkat Hammoudeh, Hela ben Hamida
| Year of publication: |
January 2015
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| Authors: | Aloui, Chaker ; Hammoudeh, Shawkat ; Ben Hamida, Hela |
| Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 31.2015, p. 311-329
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| Subject: | Sukuk and sharia-compliant stocks | Volatility spillovers | Multivariate FIAPARCH | Structural breaks | DCCX model | Islamisches Finanzsystem | Islamic finance | Arabische Golf-Staaten | Gulf countries | Volatilität | Volatility | Strukturbruch | Structural break | Börsenkurs | Share price | Spillover-Effekt | Spillover effect | Strukturwandel | Structural change | 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.najef.2014.12.002 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011514255