Islamic stocks, conventional stocks, and crude oil: Directional volatility spillover analysis in BRICS

Author:

Hassan Kamrul,Hoque Ariful,Wali Muammer,Gasbarro Dominic

Publisher

Elsevier BV

Subject

General Energy,Economics and Econometrics

Reference77 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. Impact of the global financial crisis on Islamic and conventional stocks and bonds;Akhtar;Accounting & Finance.,2015

3. Do Islamic indexes outperform conventional stock indexes? A stochastic dominance approach;Al-Khazali;Pac. Basin Financ. J.,2014

4. US monetary policy and gold prices: which has a greater impact on BRICS stock market;Ansari;Economic Analysis and Policy,2019

5. Oil prices, stock returns, and exchange rates: empirical evidence from China and United States;Bai;N. Am. J. Econ. Financ.,2018

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