Showing 1 - 5 of 5
Persistent link: https://www.econbiz.de/10011800037
Persistent link: https://www.econbiz.de/10011455743
Persistent link: https://www.econbiz.de/10011412616
Persistent link: https://www.econbiz.de/10011714356
We examine the risk minimization utility of Islamic stock and Sukuk (bond) indices by studying their linkages against traditional global counterparts. We first employ an asymmetric power ARCH-based ADCC model on an extended dataset employed by Kenourgios et al. (2016). Our sample ranges from...
Persistent link: https://www.econbiz.de/10013305934