The dependence and dynamic correlation between Islamic and conventional insurances and stock market : a multivariate short memory approach
Year of publication: |
2020
|
---|---|
Authors: | El Ansari, Rym Charef ; El Abed, Riadh |
Published in: |
Theoretical and applied economics : GAER review. - Bucureşti : AGER, ISSN 1841-8678, ZDB-ID 2640970-7. - Vol. 27.2020, 3/624, p. 213-222
|
Subject: | DCC-GARCH | DCC-GJR-GARCH | asymmetries | short memory | Islamic insurances | conventional insurances and stock market | Aktienmarkt | Stock market | Islamisches Finanzsystem | Islamic finance | Islam | Versicherung | Insurance | Theorie | Theory | Korrelation | Correlation | Börsenkurs | Share price |
-
Multivariate co-movement between Islamic stock and bond markets among the GCC : a wavelet-based view
Aloui, Chaker, (2018)
-
Rizvi, Syed Aun R., (2014)
-
Market integration between conventional and Islamic stock prices
Majdoub, Jihed, (2016)
- More ...
-
El Abed, Riadh, (2017)
-
Short- and long-term effects of financial flows on economic growth
Zardoub, Amna, (2019)
-
El Abed, Riadh, (2019)
- More ...