Co-movement between sharia stocks and sukuk in the GCC markets : a time-frequency analysis
Chaker Aloui, Shawkat Hammoudeh, Hela Ben Hamida
| Year of publication: |
January 2015
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|---|---|
| Authors: | Aloui, Chaker ; Hammoudeh, Shawkat ; Ben Hamida, Hela |
| Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 34.2015, p. 69-79
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| Subject: | Sharia-compliant stocks | Sukuk | Co-movement | Wavelet-squared coherency | Value at risk | Islamisches Finanzsystem | Islamic finance | Aktienmarkt | Stock market | Anleihe | Bond | Arabische Golf-Staaten | Gulf countries | Risikomaß | Risk measure | Portfolio-Management | Portfolio selection | Börsenkurs | Share price | Korrelation | Correlation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.intfin.2014.11.003 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011474461