Modelling the directional spillovers from DJIM Index to conventional benchmarks : different this time?
Wasim Ahmad, Shirin Rais, Abdul Rahman Shaik
| Year of publication: |
2018
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| Authors: | Ahmad, Wasim ; Rais, Shirin ; Shaik, Abdul Rahman |
| Published in: |
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9769, ZDB-ID 1114217-0. - Vol. 67.2018, p. 14-27
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| Subject: | Conventional finance | Dynamic conditional correlations | Global risk factors | Islamic equity index | Spillover index | Aktienindex | Stock index | Spillover-Effekt | Spillover effect | Portfolio-Management | Portfolio selection | Korrelation | Correlation | Index | Index number | Welt | World | Risiko | Risk | Islamisches Finanzsystem | Islamic finance | ARCH-Modell | ARCH model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.qref.2017.04.012 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012034392