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ECONIS (ZBW)
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1
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
Saved in:
2
Dynamic linkages between stock markets : the effects of crises and
globalization
Doman, Małgorzata
;
Doman, Ryszard
- In:
Portuguese economic journal
12
(
2013
)
2
,
pp. 87-112
Persistent link: https://www.econbiz.de/10009780259
Saved in:
3
Islamic stocks, conventional stocks, and crude oil : directional volatility spillover analysis in BRICS
Hassan, Kamrul
;
Hoque, Ariful
;
Wali, Muammer
;
Gasbarro, …
- In:
Energy economics
92
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012520036
Saved in:
4
Do Islamic stocks outperform conventional stocks during crisis periods? : a global comparison
Alamgir, Muhammad
;
Cheng, Ming-Chang
- In:
Global business and finance review
28
(
2023
)
6
,
pp. 23-47
conventional stock indices in the
world
's big stock markets. The study is also the first one to use the longest data period among …
Persistent link: https://www.econbiz.de/10014443248
Saved in:
5
Do global factors impact BRICS stock markets? : a quantile regression approach
Mensi, Walid
;
Hammoudeh, Shawkat
;
Reboredo, Juan Carlos
; …
- In:
Emerging markets review
19
(
2014
),
pp. 1-17
Persistent link: https://www.econbiz.de/10010418057
Saved in:
6
The dynamic dependence between stock markets in the greater China economic area : a study based on extreme values and
copulas
Hussain, Saiful Izzuan
;
Li, Steven
- In:
Financial markets and portfolio management
32
(
2018
)
2
,
pp. 207-233
Persistent link: https://www.econbiz.de/10011951950
Saved in:
7
Impacts of U.S. stock market crash on South African top sector indices, volatility, and market linkages : evidence of copula-based BEKK-GARCH models
Mudiangombe, Benjamin
;
Muteba Mwamba, John
- In:
International Journal of Financial Studies : open …
11
(
2023
)
2
,
pp. 1-19
, the Gumbel
copulas
have higher dependence parameters, implying that extreme co-movements occur in the upper tails …
Persistent link: https://www.econbiz.de/10014382640
Saved in:
8
Modeling dependence structures among international stock markets : evidence from hierarchical Archimedean
copulas
Yang, Lu
;
Cai, Xiao Jing
;
Mengling Li
;
Hamori, Shigeyuki
- In:
Economic modelling
51
(
2015
),
pp. 308-314
Persistent link: https://www.econbiz.de/10011476020
Saved in:
9
Volatility and correlation of Islamic and conventional indices during crises
Chazi, Abdelaziz
;
Samet, Anis
;
Azad, A. S. M. Sohel
- In:
Global finance journal
55
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014248610
Saved in:
10
International stock market indices comovements : a new look
Madaleno, Mara
;
Pinho, Carlos
- In:
International journal of finance & economics : IJFE
17
(
2012
)
1
,
pp. 89-102
Persistent link: https://www.econbiz.de/10009507847
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