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Are Islamic investments still safe assets during the COVID-19 pandemic?

Khan, Ashraf; Piserà, Stefano; Chiaramonte, Laura; … - In: Review of financial economics : RFE 40 (2022) 3, pp. 281-299

Persistent link: https://www.econbiz.de/10013331031

Real estate global beta and spillovers : an international study

Liow, Kim Hiang; Newell, Graeme - In: Economic modelling 59 (2016), pp. 297-313

Persistent link: https://www.econbiz.de/10011647847

Conditional correlations in the returns on oil companies stock prices and their determinants

Giovannini, Massimo; Grasso, Margherita; Lanza, Alessandro - 2004

cointegration techniques in modelling the conditional mean, as well as multivariate GARCH models for the conditional variances. We … specifiy the conditional variances of VECM residuals with the Constant Conditional Correlation (CCC) multivariate GARCH model … of Bollerslev (1990) and the Dynamic Conditional Correlation (DCC) multivariate GARCH model of Engle (2002). The within …

Persistent link: https://www.econbiz.de/10011603089

Do crude oil prices drive the relationship between stock markets of oil-importing and oil-exporting countries?

Youssegf, Manel; Mokni, Khaled - In: Economies : open access journal 7 (2019) 3/70, pp. 1-22

The impact that oil market shocks have on stock markets of oil-related economies has several implications for both domestic and foreign investors. Thus, we investigate the role of the oil market in deriving the dynamic linkage between stock markets of oil-exporting and oil-importing countries....

Persistent link: https://www.econbiz.de/10012029324