Is there a systemic risk between Sharia, Sukuk, and GCC stock markets? A ΔCoVaR risk metric‐based copula approach-Reference-Cited by-同舟云学术

登录注册会员服务联系我们

Is there a systemic risk between Sharia, Sukuk, and GCC stock markets? A ΔCoVaR risk metric‐based copula approach

Published:2020-08-05 Issue:2 Volume:26 Page:2904-2926
ISSN:1076-9307
Container-title:International Journal of Finance & Economics
language:en
Short-container-title:Int J Fin Econ

Author:

Al‐Yahyaee Khamis Hamed¹,Shahzad Syed Jawad Hussain²^ORCID,Mensi Walid¹³,Yoon Seong‐Min⁴^ORCID

Affiliation:

1. Department of Economics and Finance, College of Economics and Political Science Sultan Qaboos University Muscat Oman

2. Montpellier Business School, Montpellier France and South Ural State University Chelyabinsk Russia

3. Department of Finance and Accounting University of Tunis El Manar Tunis Tunisia

4. Department of Economics Pusan National University Busan Republic of Korea

Funder

National Research Foundation of Korea

Publisher

Wiley

Subject

Economics and Econometrics,Finance,Accounting

Link

https://onlinelibrary.wiley.com/doi/pdf/10.1002/ijfe.1942

Reference81 articles.

1. Bootstrap Tests for Distributional Treatment Effects in Instrumental Variable Models

3. Global and regional volatility spillovers to GCC stock markets

4. Co-movements of GCC emerging stock markets: New evidence from wavelet coherence analysis

5. Coherent Measures of Risk

Cited by 8 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Interconnectedness and systemic risk: Evidence from global stock markets;Research in International Business and Finance;2024-04

2. Does sharia-compliant debt financing reduce stock price crash risk?;Managerial Finance;2023-07-26

3. Predicting systemic risk of banks: a machine learning approach;Journal of Modelling in Management;2023-07-19

4. Wavelet-based systematic risk estimation for GCC stock markets and impact of the embargo on the Qatar case;Quantitative Finance and Economics;2023

5. In search of light in the darkness: What can we learn from ethical, sustainable and green investments?;International Journal of Finance & Economics;2022-12-12

同舟云学术

1.学者识别学者识别

2.学术分析学术分析

3.人才评估人才评估

"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370

www.globalauthorid.com

TOP

Copyright © 2019-2024 北京同舟云网络信息技术有限公司
京公网安备11010802033243号京ICP备18003416号-3