Are Islamic stock indexes exposed to systemic risk? : multivariate GARCH estimation of CoVaR
Nader Trabelsi, Nader Naifar
| Year of publication: |
December 2017
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| Authors: | Trabelsi, Nader ; Naifar, Nader |
| Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 42.2017, p. 727-744
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| Subject: | Systemic risk | CoVaR | Islamic stock indexes | Hedging strategy | Aktienindex | Stock index | Systemrisiko | Hedging | ARCH-Modell | ARCH model | Risikomaß | Risk measure | Theorie | Theory | Finanzmarkt | Financial market | Islamisches Finanzsystem | Islamic finance | Islam | Risiko | Risk | Islamische Staaten | Islamic countries | Finanzkrise | Financial crisis | Volatilität | Volatility |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ribaf.2017.07.013 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011750545