Asymmetric dependence structures and decoupling hypothesis : Islamic versus conventional equity indices with copula approach
Fatma Houidi and Siwar Ellouze
| Year of publication: |
2022
|
|---|---|
| Authors: | Houidi, Fatma ; Ellouze, Siwar |
| Subject: | Copulas | Dependence structure | Financial contagion | Global financial crisis (GFC) | Islamic stock markets | Tail dependence | Finanzkrise | Financial crisis | Multivariate Verteilung | Multivariate distribution | Welt | World | Ansteckungseffekt | Contagion effect | Aktienmarkt | Stock market | Internationaler Finanzmarkt | International financial market | Islamisches Finanzsystem | Islamic finance | Aktienindex | Stock index | ARCH-Modell | ARCH model | Kapitaleinkommen | Capital income | Islamische Staaten | Islamic countries | Islam |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1108/IMEFM-04-2020-0150 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014337180