Volatility transmission between Islamic and conventional equity markets : evidence from causality-in-variance test
Year of publication: |
2015
|
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Authors: | Nazlıoğlu, Şaban ; Hammoudeh, Shawkat ; Gupta, Rangan |
Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 47.2015, 46/48, p. 4996-5011
|
Subject: | Islamic and conventional equity markets | volatility spillover | Volatilität | Volatility | Aktienmarkt | Stock market | Spillover-Effekt | Spillover effect | Islamisches Finanzsystem | Islamic finance | Islam | Börsenkurs | Share price |
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