Market integration between conventional and Islamic stock prices
Year of publication: |
July 2016
|
---|---|
Authors: | Majdoub, Jihed ; Mansour, Walid ; Jouini, Jamel |
Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 37.2016, p. 436-457
|
Subject: | Cointegration | Time-varying correlation | Structural breaks | Portfolio diversification | Conventional and Islamic indexes | Marktintegration | Market integration | Börsenkurs | Share price | Kointegration | Aktienmarkt | Stock market | Islamisches Finanzsystem | Islamic finance | Korrelation | Correlation | Portfolio-Management | Portfolio selection | Strukturbruch | Structural break | Schätzung | Estimation |
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