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A wavelet-based analysis of the co-movement between sukuk bonds and Shariah stock indices in the GCC region : implications for risk diversification
Nasreen, Samia; Naqvi, Syed Asif Ali; Tiwari, Aviral Kumar - In: Journal of risk and financial management : JRFM 13 (2020) 4/63, pp. 1-21
Investors are interested in knowing whether sukuk bonds and shariah stock indices in the Gulf Corporation Council (GCC …) region are related. This study examines the connectedness between the sukuk- and shariah-compliant stock indices in the GCC … to 15 May 2017. The empirical findings demonstrate a strong correlation between these GCC sukuk bond indices and shariah …
Persistent link: https://www.econbiz.de/10012302496
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The impact of containment measures and monetary and fiscal responses on US financial markets during the Covid-19 pandemic
Abakah, Emmanuel Joel Aikins; Caporale, Guglielmo Maria; … - 2021
This paper analyses the effects of containment measures and monetary and fiscal responses on US financial markets during the Covid-19 pandemic. More specifically, it applies fractional integration methods to analyse their impact on the daily S&P500, the US Treasury Bond Index (USTB), the S&P...
Persistent link: https://www.econbiz.de/10012584220
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Tail dependence between gold and Islamic securities
Maghyereh, Aktham I.; Abdoh, Hussein - In: Finance research letters 38 (2021), pp. 1-9
Persistent link: https://www.econbiz.de/10012490226
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Impact of the global financial crisis on Islamic and conventional stocks and bonds
Akhtar, Shumi; Jahromi, Maria - In: Accounting and finance : journal of the Accounting … 57 (2017) 3, pp. 623-655
Persistent link: https://www.econbiz.de/10011798909
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Reevaluating the risk minimization utility of Islamic stocks and bonds (Sukuk) in international financial markets
Imtiaz Mohammad Sifat; Azhar Mohamad; Zhang, Hengchao; … - In: The European journal of finance 29 (2023) 2, pp. 185-206
Persistent link: https://www.econbiz.de/10014322496
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Switching spillovers and connectedness between Sukuk and international Islamic stock markets
Mensi, Walid; Lee, Yeonjeong; Al Kharusi, Sami; Yoon, … - In: Pacific-Basin finance journal 84 (2024), pp. 1-17
Persistent link: https://www.econbiz.de/10014534551
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Delta-Normal value at risk using exponential duration with convexity for measuring government bond risk
Maruddani, Di Asih I; Abdurakhman Abdurakhman - In: DLSU business & economics review 31 (2021) 1, pp. 72-80
Persistent link: https://www.econbiz.de/10013472258
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The hidden risk of optimizing bond portfolios under VaR
Winker, Peter; Maringer, Dietmar G. - In: Journal of risk 9 (2006/07) 4, pp. 1-19
Persistent link: https://www.econbiz.de/10003648357
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A primer on bond portfolio value at risk
Smith, Donald J. - In: Advances in financial education : journal of the … 7 (2009) 1/2, pp. 1-14
Persistent link: https://www.econbiz.de/10003893949
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The information content of the Bond-Equity Yield Ratio : better than a random walk?
Giot, Pierre; Petitjean, Mikael - In: International journal of forecasting 23 (2007) 2, pp. 289-305
Persistent link: https://www.econbiz.de/10003483819