Common shocks, common transmission mechanisms and time-varying connectedness among Dow Jones Islamic stock market indices and global risk factors

Author:

Haddad Hedi Ben,Mezghani Imed,Al Dohaiman Mohammed

Funder

Deanship of Academic Research at Imam Mohammad Ibn Saud Islamic University

Publisher

Elsevier BV

Subject

Economics and Econometrics

Reference89 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 Market, Institutions and. Money,2014

2. Intensity of volatility linkages in Islamic and conventional markets;Akhtar;AFA 2012 Chicago Meeting Paper,2013

3. Return performance, cointegration and short run dynamics of Islamic and non-Islamic indices: evidence from the US and Malaysia during the subprime crisis;Albaity;Atlantic Review Economics,2012

4. Stock market efficiency: a comparative analysis of Islamic and conventional stock markets;Ali;Physica A,2018

5. Stock market anomalies, market efficiency and the adaptive market hypothesis: evidence from Islamic stock indices;Al-Khazali;J. Int. Financ. Mark. Inst. Money,2017

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