Conditional volatility and correlations between Sukuks, stocks, and gold in the GCC region
Walaa Hammad, Qaiser Munir, Tamara Teplova, Muhammad Abrar ul Haq
| Year of publication: |
2024
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|---|---|
| Authors: | Hammad, Walaa ; Munir, Qaiser ; Teplova, Tamara V. ; Ul Haq, Muhammad Abrar |
| Published in: |
International journal of economics and business research : IJEBR. - Genève [u.a.] : Inderscience Enterprises, ISSN 1756-9869, ZDB-ID 2537709-7. - Vol. 28.2024, 3/4, p. 398-416
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| Subject: | conditional volatility | DCC-MGARCH | dynamic correlations | gold | stock markets | Sukuk | Volatilität | Volatility | Korrelation | Correlation | Aktienmarkt | Stock market | ARCH-Modell | ARCH model | Anleihe | Bond | Gold | Arabische Golf-Staaten | Gulf countries | Islamisches Finanzsystem | Islamic finance |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1504/IJEBR.2024.141489 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015075063