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Search: "International Journal of Islamic and Middle Eastern Finance and Management"
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ARCH model
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Abuzayed, Bana
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Afzal, Fahim
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Bekri, Mahmoud
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Choudhury, Tonmoy
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Ellouze, Siwar
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Houidi, Fatma
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Kim, Young Shin
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Ngo Thai Hung
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International journal of Islamic and Middle Eastern finance and management
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ECONIS (ZBW)
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1
Volatility spillover effect between Pakistan and Shanghai Stock Exchanges using copula and dynamic conditional correlation model
Afzal, Fahim
;
Choudhury, Tonmoy
;
Kamran, Muhammad
- In:
International journal of Islamic and Middle Eastern …
16
(
2023
)
1
,
pp. 59-80
Persistent link: https://www.econbiz.de/10014339621
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2
Asymmetric dependence structures and decoupling hypothesis : Islamic versus conventional equity indices with copula approach
Houidi, Fatma
;
Ellouze, Siwar
- In:
International journal of Islamic and Middle Eastern …
15
(
2022
)
6
,
pp. 1088-1108
Persistent link: https://www.econbiz.de/10014337180
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3
Volatility spillover effects between oil and GCC stock markets : a wavelet-based asymmetric dynamic conditional correlation approach
Thuy Tien Ho
;
Ngo Thai Hung
- In:
International journal of Islamic and Middle Eastern …
15
(
2022
)
6
,
pp. 1127-1149
Persistent link: https://www.econbiz.de/10014337182
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4
Tempered stable models for Islamic finance asset management
Bekri, Mahmoud
;
Kim, Young Shin
;
Račev, Svetlozar T.
- In:
International journal of Islamic and Middle Eastern …
7
(
2014
)
1
,
pp. 37-60
Persistent link: https://www.econbiz.de/10011335135
Saved in:
5
Sport and emerging capital markets : market reaction to the 2022 World Cup announcement
Abuzayed, Bana
- In:
International journal of Islamic and Middle Eastern …
6
(
2013
)
2
,
pp. 122-141
Persistent link: https://www.econbiz.de/10010338352
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