Tail dependence risk exposure and diversification potential of Islamic and conventional banks-Reference-Cited by-同舟云学术

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Tail dependence risk exposure and diversification potential of Islamic and conventional banks

Published:2019-04-12 Issue:44 Volume:51 Page:4856-4869
ISSN:0003-6846
Container-title:Applied Economics
language:en
Short-container-title:Applied Economics

Author:

Hernandez Jose Arreola¹,Al-Yahyaee Khamis Hamed²,Hammoudeh Shawkat³,Mensi Walid²

Affiliation:

1. Department of Accounting and Finance, Rennes School of Business, Rennes, France

2. Department of Economics and Finance, College of Economics and Political Science, Sultan Qaboos University, Muscat, Oman

3. LeBow College of Business, Drexel University, Philadelphia, PA, USA

Publisher

Informa UK Limited

Subject

Economics and Econometrics

Link

https://www.tandfonline.com/doi/pdf/10.1080/00036846.2019.1602716

Reference30 articles.

1. Risk in Islamic Banking*

2. The effect of diversification on risk and return in banking sector

3. A time-varying copula approach to oil and stock market dependence: The case of transition economies

4. Are Islamic finance innovations enough for investors to escape from a financial downturn? Further evidence from portfolio simulations

5. Are oil and gas stocks from the Australian market riskier than coal and uranium stocks? Dependence risk analysis and portfolio optimization

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1. A systematic literature review of risks in Islamic banking system: research agenda and future research directions;Risk Management;2023-12-20

2. The Stability of Islamic Cryptocurrencies and Copula-Based Dependence with Alternative Crypto and Fiat Currencies;ISRA International Journal of Islamic Finance;2023-06-23

3. Dependence and risk management of portfolios of metals and agricultural commodity futures;Resources Policy;2023-05

4. A survey of Islamic finance research – Influences and influencers;Pacific-Basin Finance Journal;2021-10

5. Modeling risk dependence and portfolio VaR forecast through vine copula for cryptocurrencies;PLOS ONE;2020-12-23

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