Is there a systemic risk between Sharia, Sukuk, and GCC stock markets? A ΔCoVaR risk metric‐based copula approach
Year of publication: |
2020
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Authors: | Al‐Yahyaee, Khamis Hamed ; Shahzad, Syed Jawad Hussain ; Mensi, Walid ; Yoon, Seong‐Min |
Published in: |
International Journal of Finance & Economics. - Wiley, ISSN 1099-1158, ZDB-ID 1493204-0. - Vol. 26.2020, 2 (05.08.), p. 2904-2926
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Publisher: |
Wiley |
Saved in:
Online Resource
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