Risk transmission between Islamic and conventional stock markets: A return and volatility spillover analysis
Author:
Publisher
Elsevier BV
Subject
Economics and Econometrics,Finance
Reference57 articles.
1. Risk and return of Islamic and conventional indices;Abbes;International Journal of Euro-Mediterranean Studies,2012
2. 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
3. Do Islamic stock indexes outperform conventional stock indexes? A stochastic dominance approach;Al-Khazali;Pacific-Basin Finance Journal,2014
4. Investors' sentiment and US Islamic and conventional indexes nexus: A time-frequency analysis;Aloui;Finance Research Letters,2016
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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