Anas, Muhammad; Kayani, Ghulam Mujtaba; Nayyar, Sadaf; … - In: Journal of risk and financial management : JRFM 13 (2020) 7/156, pp. 1-27
doing so, daily wavelet and ADCC-based stock returns correlations are estimated to capture the dynamics of time … behaviors of the wavelet and ADCC-based Islamic-conventional correlations, the observed transitional behavior has been …