The determinants of co-movement dynamics between sukuk and conventional bonds
Year of publication: |
2018
|
---|---|
Authors: | Hassan, M. Kabir ; Paltrinieri, Andrea ; Dreassi, Alberto ; Miani, Stefano ; Sclip, Alex |
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. 68.2018, p. 73-84
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Subject: | Corporate bonds | Diversification | Dynamic correlations | Islamic finance | Multivariate GARCH | Islamisches Finanzsystem | Unternehmensanleihe | Corporate bond | Anleihe | Bond | ARCH-Modell | ARCH model | Korrelation | Correlation | Portfolio-Management | Portfolio selection | Schätzung | Estimation |
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