Do Instabilities in national macroeconomic factors contribute to channeling volatility spillover from the global to the Islamic equity market?
Alternative title: | Czy niestabilność krajowych czynników makroekonomicznych przyczynia się do przenoszenia zmienności stóp zwrotu z globalnego na islamski rynek akcji? |
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Year of publication: |
2021
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Authors: | Muharam, Harjum ; Najmudin, Najmudin ; Mawardi, Wisnu ; Arfinto, Erman |
Published in: |
Comparative economic research : Central and Eastern Europe. - Łódź : Wydawnictwo Uniwersytetu Łódzkiego, ISSN 2082-6737, ZDB-ID 2636451-7. - Vol. 24.2021, 1, p. 103-121
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Subject: | volatility spillover | Islamic equity | GARCH model | ADCC | panel data | Volatilität | Volatility | Spillover-Effekt | Spillover effect | ARCH-Modell | ARCH model | Aktienmarkt | Stock market | Welt | World | Islamisches Finanzsystem | Islamic finance |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Notes: | Zusammenfassung in polnischer Sprache |
Other identifiers: | 10.18778/1508-2008.24.06 [DOI] hdl:10419/259262 [Handle] |
Classification: | F36 - Financial Aspects of Economic Integration ; G15 - International Financial Markets ; C10 - Econometric and Statistical Methods: General. General ; C23 - Models with Panel Data |
Source: | ECONIS - Online Catalogue of the ZBW |
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