Connectedness between (un)conventional monetary policy and Islamic and advanced equity markets : a returns and volatility spillover analysis
Sun-Yong Choi, Andrew Phiri, Tamara Teplova, Zaghum Umar
| Year of publication: |
2024
|
|---|---|
| Authors: | Choi, Sun-Yong ; Phiri, Andrew ; Teplova, Tamara V. ; Umar, Zaghum |
| Subject: | Connectedness | Conventional stock markets | Islamic stock markets | Shadow short rate (SSR) | Spillover | Unconventional monetary policy | Aktienmarkt | Stock market | Geldpolitik | Monetary policy | Spillover-Effekt | Spillover effect | Volatilität | Volatility | Islamische Staaten | Islamic countries | Welt | World | Islam |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.iref.2024.01.034 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10014492157