Samitas, Aristeidis; Papathanasiou, Spyros; … - In: International Journal of Islamic and Middle Eastern … 14 (2021) 5, pp. 928-949
Purpose: The purpose of this paper is to examine the connectedness across a variety of Sukuk and conventional bond indices and the implications for optimal asset allocation for the period January 1, 2010–April 30, 2020. Design/methodology/approach: The data set consists of five major Sukuk...