Islamic banks resilience during the 2008 financial crisis : modeling long-memory volatilities with leverage effect
Mohamed Fakhfekh and Nejib Hachicha
Year of publication: |
January 2016
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Authors: | Fakhfekh, Mohamed ; Hachicha, Nejib |
Published in: |
The IUP journal of applied finance : IJAF. - Hyderabad : Icfai University Press, ISSN 0972-5105, ZDB-ID 2521131-6. - Vol. 22.2016, 1, p. 62-85
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Subject: | Islamisches Finanzsystem | Islamic finance | Volatilität | Volatility | Finanzkrise | Financial crisis |
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