Are Islamic bonds a good safe haven for stocks? : implications for portfolio management in a time-varying regime-switching copula framework
Syed Jawad Hussain Shahzad, Chaker Aloui, Rania Jammazi and Muhammad Shahbaz
| Year of publication: |
2019
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|---|---|
| Authors: | Shahzad, Syed Jawad Hussain ; Aloui, Chaker ; Jammazi, Rania ; Shahbaz, Muhammand |
| Published in: |
Applied economics. - New York, NY : Routledge, ISSN 1466-4283, ZDB-ID 1473581-7. - Vol. 51.2019, 3, p. 219-238
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| Subject: | Stocks | Islamic bonds | copula | structural breaks | switching regime models | Portfolio-Management | Portfolio selection | Multivariate Verteilung | Multivariate distribution | Anleihe | Bond | Kapitaleinkommen | Capital income | Strukturbruch | Structural break | Theorie | Theory | Markov-Kette | Markov chain | Islamisches Finanzsystem | Islamic finance |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/00036846.2018.1494376 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012160482