Tail risk spillovers between Islamic sectoral equities and bond markets: a time-frequency domain approach-Reference-Cited by-同舟云学术

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Tail risk spillovers between Islamic sectoral equities and bond markets: a time-frequency domain approach

Published:2024-06-28 Issue: Volume: Page:1-29
ISSN:0003-6846
Container-title:Applied Economics
language:en
Short-container-title:Applied Economics

Author:

Billah Mabruk¹,Alam Md Rafayet²,Balli Faruk³⁴

Affiliation:

1. Department of Accounting and Finance, College of Business Administration, Prince Mohammad Bin Fahd University, Al Khobar, Saudi Arabia

2. Department of Finance and Economics, University of Tennessee at Chattanooga, Chattanooga, TN, USA

3. School of Economics and Finance, Massey University, Auckland, New Zealand

4. Western Caspian University, Economic Research Center (WCERC), Baku, Azerbaijan

Publisher

Informa UK Limited

Link

https://www.tandfonline.com/doi/pdf/10.1080/00036846.2024.2364091

Reference44 articles.

1. Islamic stock markets and potential diversification benefits

2. Crude oil and Islamic sectoral stocks: Asymmetric TVP-VAR connectedness and investment strategies

3. Financial Crisis: Risks and Lessons for Islamic Finance

4. How strong are the causal relationships between Islamic stock markets and conventional financial systems? Evidence from linear and nonlinear tests

5. Impact of the global financial crisis on Islamic and conventional stocks and bonds

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