Mansour, Walid; Hamdi, Haykel; Majdoub, Jihed; Ben … - In: European journal of comparative economics 17 (2020) 1, pp. 103-126
This paper studies the volatility spillover between oil price and conventional and Islamic stock markets. We use a sample of five standard MSCI indexes and their Islamic counterparts from five countries from the Gulf region (Jordan, Kuwait, Oman, Qatar, UAE) and Brent crude oil price index,...