Do the Islamic stock market returns respond differently to the realized and implied volatility of oil prices? : evidence from the time-frequency analysis
Year of publication: |
2021
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Authors: | Karim, Muhammad Mahmudul ; Mansur Masih |
Published in: |
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets. - Abingdon, Oxon : Routledge, Taylor & Francis, ISSN 1558-0938, ZDB-ID 2095312-4. - Vol. 57.2021, 9, p. 2616-2631
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Subject: | Islamic stock returns | realized and implied volatility of oil prices | time-frequency approach | Volatilität | Volatility | Ölpreis | Oil price | Kapitaleinkommen | Capital income | Aktienmarkt | Stock market | Welt | World |
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