Volatility and correlation of Islamic and conventional indices during crises
Author:
Funder
American University of Sharjah
Publisher
Elsevier BV
Subject
Economics and Econometrics,Finance
Reference42 articles.
1. How strong are the causal relationships between Islamic stock markets and conventional financial systems? Evidence from linear and nonlinear tests;Ajmi;Journal of International Financial Markets, Institutions & Money,2014
2. Hidden cointegration reveals hidden values in Islamic investments;Alexakis;Journal of International Financial Markets, Institutions & Money,2017
3. Do Islamic stock indexes outperform conventional stock indexes? A stochastic dominance approach;Al-Khazali;Pacific-Basin Finance Journal,2014
4. Do Islamic stocks outperform conventional stock sectors during normal and crisis periods? Extreme co-movements and portfolio management analysis;Al-Yahyaee;Pacific-Basin Finance Journal,2020
5. The relative risk performance of Islamic finance: A new guide to less risky investments;Al-Zoubi;International Journal of Theoretical & Applied Finance,2007
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