On the volatility spillover between lslamic and conventional stock markets : a quantile regression analysis
Aymen Ben Rejeb
| Year of publication: |
December 2017
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|---|---|
| Authors: | Ben Rejeb, Aymen |
| Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 42.2017, p. 794-815
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| Subject: | Quantile regression | Financial fragility | Subprime crisis | Islamic stock markets | Conventional stock markets | Aktienmarkt | Stock market | Volatilität | Volatility | Finanzkrise | Financial crisis | Regressionsanalyse | Regression analysis | Börsenkurs | Share price | Spillover-Effekt | Spillover effect | Schätzung | Estimation | Welt | World | 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.ribaf.2017.07.017 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011750552