Islamic equities and COVID-19 pandemic: measuring Islamic stock indices correlation and volatility in period of crisis
Purpose The purpose of the study is to measure cross-country stock market correlation and volatility transmission during the global coronavirus disease 2019 (COVID-19) pandemic. The paper traces trajectory of Islamic equity investments in order to get insights on the behavior of the markets during t...
| Main Author: | |
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| Format: | Electronic Article |
| Language: | English |
| Check availability: | HBZ Gateway |
| Journals Online & Print: | Drawer...
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| Fernleihe: | Fernleihe für die Fachinformationsdienste |
| Published: |
Emerald Publishing Service
2021
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| In: |
Islamic economic studies
Year: 2021, Volume: 29, Issue: 1, Pages: 50-66 |
| Further subjects: | B
Islamic Finance
B GMM B ARDL B Aufsatz in Zeitschrift B Cross-country correlation B MGARCH B International finance B Islamic index B Stock Exchange |
| Online Access: |
Volltext (kostenfrei) Volltext (kostenfrei) |
| Rights Information: | CC BY 4.0 |