Does implied volatility (or fear index) affect Islamic stock returns and conventional stock returns differently? Wavelet-based granger-causality, asymmetric quantile regression and NARDL approaches-Reference-Cited by-同舟云学术

Does implied volatility (or fear index) affect Islamic stock returns and conventional stock returns differently? Wavelet-based granger-causality, asymmetric quantile regression and NARDL approaches

Published:2022-03 Issue: Volume:77 Page:101532
ISSN:1042-4431
Container-title:Journal of International Financial Markets, Institutions and Money
language:en
Short-container-title:Journal of International Financial Markets, Institutions and Money

Author:

Karim Muhammad Mahmudul,Kawsar Najmul Haque,Ariff Mohamed,Masih Mansur

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference111 articles.

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5. How do Islamic versus conventional equity markets react to political risk? Dynamic panel evidence;Ahmed;Int. Econ.,2018

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