Multivariate co-movement between Islamic stock and bond markets among the GCC : a wavelet-based view
Chaker Aloui, Rania Jammazi, Hela Ben Hamida
| Year of publication: |
2018
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|---|---|
| Authors: | Aloui, Chaker ; Jammazi, Rania ; Ben Hamida, Hela |
| Published in: |
Computational economics. - Dordrecht [u.a.] : Springer, ISSN 0927-7099, ZDB-ID 1142021-2. - Vol. 52.2018, 2, p. 603-626
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| Subject: | Cross correlation | Islamic bonds | Multiple wavelet correlation | Sharia stocks | Wavelet coherence | Aktienmarkt | Stock market | Korrelation | Correlation | Zustandsraummodell | State space model | Rentenmarkt | Bond market | Arabische Golf-Staaten | Gulf countries | Anleihe | Bond | Islamisches Finanzsystem | Islamic finance | Islam | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10614-017-9703-7 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012053011