Mensi, Walid; Al Kharusi, Sami; Xuan Vinh Vo; Kang, … - In: Borsa Istanbul Review 22 (2022) 6, pp. 1098-1117
Křehlík (2018), this paper examines spillovers and portfolio management between crude oil and US Islamic sector stocks. The … results show significant time-varying spillovers between oil and Islamic sectors. The short-term spillovers are stronger than … their long-term counterparts. The spillovers intensify during extreme events (global financial crisis and COVID-19 pandemic …