The asymmetric effects of oil price on sectoral Islamic stocks: New evidence from quantile-on-quantile regression approach-Reference-Cited by-同舟云学术

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The asymmetric effects of oil price on sectoral Islamic stocks: New evidence from quantile-on-quantile regression approach

Published:2020-03 Issue: Volume:65 Page:101571
ISSN:0301-4207
Container-title:Resources Policy
language:en
Short-container-title:Resources Policy

Author:

Chang Bisharat Hussain,Sharif Arshian,Aman Ameenullah,Suki Norazah Mohd,Salman Asma,Khan Syed Abdul Rehman

Publisher

Elsevier BV

Subject

Law,Management, Monitoring, Policy and Law,Economics and Econometrics,Sociology and Political Science

Reference99 articles.

1. Time–frequency causality between stock prices and exchange rates: further evidences from cointegration and wavelet analysis;Afshan;Phys. A Stat. Mech. Appl.,2018

2. Co-movement of oil and stock prices in the GCC region: a wavelet analysis;Akoum;Q. Rev. Econ. Financ.,2012

3. A market efficiency comparison of Islamic and non-Islamic stock indices;Al-Khazali;Emerg. Mark. Finance Trade,2016

4. Do structural oil-market shocks affect stock prices?;Apergis;Energy Econ.,2009

5. Investigating the effect of inbound tourism on FDI: the importance of quantile estimations;Arain;Tour. Econ.,2019

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