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Phylaktis, Kate; Ravazzolo, Fabiola - In: Journal of international money and finance 24 (2005) 7, pp. 1031-1053

Persistent link: https://www.econbiz.de/10003209860

Are Islamic Equity Markets 'Safe Havens'? Exploring the Contagion Effects between Metal Future Markets and Malaysian Islamic Bonds Using DCC-FIGARCH During the Recent Global Financ...

Tsiaras, Konstantinos - 2022

This paper examines the time-varying conditional correlations between seventeen metal future markets and Malaysian Islāmic bonds. We apply twelve six variate dynamic conditional correlation (DCC) FIGARCH models in order to capture potential contagion effects between the markets for the period...

Persistent link: https://www.econbiz.de/10013298571

Are digital assets backstops for GCC stock markets in COVID-19-led financial crisis?

Loukil, Sahar; Aloui, Mouna; Jeribi, Ahmed; Jarboui, Anis - In: International journal of electronic finance : IJEF 10 (2021) 4, pp. 232-259

Persistent link: https://www.econbiz.de/10012798960

Cointegration and adjustment dynamics of REIT and stock markets during the global financial and European debt crises

Erol, Umit; Yüksel, Aydın; Yüksel, Aslı; Ozturk, Hakki - In: Global business & economics review 23 (2020) 1, pp. 23-49

Persistent link: https://www.econbiz.de/10012316182

The effect of global financial crisis on ASEAN growth : evidence from stock market analysis

Siti Muliana Samsi; Zarinah Yusof; Cheong, Kee Cheok - In: DLSU business & economics review 28 (2018) 1, pp. 1-33

Persistent link: https://www.econbiz.de/10012263881

Do markets cointegrate after financial crisis? : evidence from G-20 stock markets

Haque, Mahfuzul; Shamsub, Hannarong - In: International Journal of Financial Studies : open … 3 (2015) 4, pp. 557-586

The results of the single-equation cointegration tests indicate that patterns of cointegration in the two main and four …&P 500 and G-20 stock indices moved towards less cointegration. The decreasing number of cointegrating relationships implies …

Persistent link: https://www.econbiz.de/10011408937