Global uncertainty and the spillover of tail risk between green and Islamic markets : a time-frequency domain approach with portfolio implications
Year of publication: |
2024
|
---|---|
Authors: | Syed Mabruk Billah ; Alam, Md Rafayet ; Mohammad Enamul Hoque |
Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier Science, ISSN 1059-0560, ZDB-ID 2026509-8. - Vol. 92.2024, p. 1416-1433
|
Subject: | Green markets | Islamic markets | Portfolio diversification | Tail risk transmission | Uncertainty | Portfolio-Management | Portfolio selection | Risiko | Risk | Risikomaß | Risk measure | Risikomanagement | Risk management | Spillover-Effekt | Spillover effect |
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