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On the links between stock and commodity markets' volatility
Creti, Anna; Joëts, Marc; Mignon, Valérie - In: Energy economics 37 (2013), pp. 16-28
Persistent link: https://www.econbiz.de/10009759403
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The dynamic correlation between energy commodities and Islamic stock market : analysis and forecasting
Chebbi, Tarek; Derbali, Abdelkader - In: International journal of trade and global markets 8 (2015) 2, pp. 112-126
Persistent link: https://www.econbiz.de/10011412849
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Islamic equities and COVID-19 pandemic : measuring Islamic stock indices correlation and volatility in period of crisis
Abdullahi, Shafiu Ibrahim - In: Islamic economic studies 29 (2021) 1, pp. 50-66
Purpose The purpose of the study is to measure cross-country stock market correlation and volatility transmission … dynamic causality, stock market cointegration, correlation and volatility transmission between Islamic stock indices. Findings … The result of normal correlation analysis on the share indices show the markets move together. The result of ARDL …
Persistent link: https://www.econbiz.de/10012666779
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Separating BRIC using Islamic stocks and crude oil : dynamic conditional correlation and volatility spillover analysis
Hassan, Kamrul; Hoque, Ariful; Gasbarro, Dominic - In: Energy economics 80 (2019), pp. 950-969
Persistent link: https://www.econbiz.de/10012173757
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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
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Islamic investments : issues and country experiences
Banerjee, Arindam (contributor) - 2007
Persistent link: https://www.econbiz.de/10003619754
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Visualizing time-varying correlations across stock markets
Franses, Philip Hans; Groenen, Patrick J. F. - 1999
Persistent link: https://www.econbiz.de/10001447137
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Financial crises, macroeconomic variables, and long-run risk : an econometric analysis of stock returns correlations (2000 to 2019)
Tronzano, Marco - In: Journal of risk and financial management : JRFM 14 (2021) 3/127, pp. 1-25
This paper focuses on four major aggregate stock price indexes (SP 500, Stock Europe 600, Nikkei 225, Shanghai Composite) and two "safe-haven" assets (Gold, Swiss Franc), and explores their return co-movements during the last two decades. Significant contagion effects on stock markets are...
Persistent link: https://www.econbiz.de/10012486245
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A fractional cointegration VAR analysis of Islamic stocks : a global perspective
Salisu, Afees A.; Ndako, Umar Bida; Adediran, Idris A.; … - In: The North American journal of economics and finance : a … 51 (2020), pp. 1-22
Persistent link: https://www.econbiz.de/10012659434
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Are Islamic stock returns predictable? : a global perspective
Narayan, Paresh Kumar; Dinh Hoang Bach Phan; Sharma, … - In: Pacific-Basin finance journal 40 (2016), pp. 210-223
Persistent link: https://www.econbiz.de/10011712064