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Co-movement between sharia stocks and sukuk in the GCC markets : a time-frequency analysis

Aloui, Chaker; Hammoudeh, Shawkat; Ben Hamida, Hela - In: Journal of international financial markets, … 34 (2015), pp. 69-79

Persistent link: https://www.econbiz.de/10011474461

A multiple and partial wavelet analysis of the oil price, inflation, exchange rate, and economic growth nexus in Saudi Arabia

Aloui, Chaker; Hkiri, Besma; Hammoudeh, Shawkat; … - In: Emerging markets finance & trade : a journal of the … 54 (2018) 4/5/6, pp. 935-956

Persistent link: https://www.econbiz.de/10012123535

The interconnections between U.S. financial CDS spreads and control variables : new evidence using partial and multivariate wavelet coherences

Hkiri, Besma; Hammoudeh, Shawkat; Aloui, Chaker; … - In: International review of economics & finance : IREF 57 (2018), pp. 237-257

Persistent link: https://www.econbiz.de/10012033861

Strength of co-movement between sector CDS indexes and relationship with major economic and financial variables over time and during investment horizons

Hkiri, Besma; Hammoudeh, Shawkat; Aloui, Chaker - In: Applied economics 48 (2016) 46/48, pp. 4635-4654

Persistent link: https://www.econbiz.de/10011640721

Price discovery and regime shift behavior in the relationship between sharia stocks and sukuk : a two-state Markov switching analysis

Aloui, Chaker; Hammoudeh, Shawkat; Ben Hamida, Hela - In: Pacific-Basin finance journal 34 (2015), pp. 121-135

Persistent link: https://www.econbiz.de/10011535314

Are Islamic indexes a safe haven for investors? : an analysis of total, directional and net volatility spillovers between conventional and Islamic indexes and importance of crisis...

Hkiri, Besma; Hammoudeh, Shawkat; Aloui, Chaker; … - In: Pacific-Basin finance journal 43 (2017), pp. 124-150

Persistent link: https://www.econbiz.de/10011800663

Global factors driving structural changes in the co-movement between sharia stocks and sukuk in the Gulf Cooperation Council countries

Aloui, Chaker; Hammoudeh, Shawkat; Ben Hamida, Hela - In: The North American journal of economics and finance : a … 31 (2015), pp. 311-329

Persistent link: https://www.econbiz.de/10011514255

Co-movement between sharia stocks and sukuk in the GCC markets: A time-frequency analysis

Aloui, Chaker; Hammoudeh, Shawkat; Hamida, Hela Ben - In: Journal of International Financial Markets, … 34 (2015) C, pp. 69-79

We assess the co-movement between the sharia-compliant stocks and sukuk in the Gulf Cooperation Council (GCC) countries. The wavelet squared coherency approach is applied to daily data covering GCC global, corporate and financial services sukuk indexes as well as GCC sharia stocks. The empirical...

Persistent link: https://www.econbiz.de/10011189446

Global factors driving structural changes in the co-movement between sharia stocks and sukuk in the Gulf Cooperation Council countries

Aloui, Chaker; Hammoudeh, Shawkat; Hamida, Hela ben - In: The North American Journal of Economics and Finance 31 (2015) C, pp. 311-329

In this paper, we investigate the volatility spillovers between sukuk and sharia-compliant stocks in GCC countries. A multivariate Fractionally Integrated Asymmetric Power ARCH model with dynamic conditional correlations (DCC) is estimated under Student-t distribution. We provide strong evidence...

Persistent link: https://www.econbiz.de/10011191072