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Islamic equity index
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hidden co-integration
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market crisis
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portfolio optimisation
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Department of Economics, Management School
Department of Economics, University of California-San Diego (UCSD)
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Long run asymmetric relationships between Islamic and conventional equity indices
Alexakis, Christos
;
Pappas, Vasileios
;
Tsikouras, Alexandros
-
Department of Economics, Management School
-
2015
hidden
co-integration
and granger causality analysis, while we examine the impact of market conditions. We find that the …
Persistent link: https://www.econbiz.de/10011165905
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