Dependence structure between sukuk (Islamic bonds) and stock market conditions : an empirical analysis with Archimedean copulas
Year of publication: |
September 2016
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Authors: | Naifar, Nader ; Hammoudeh, Shawkat ; Al dohaiman, Mohamed S. |
Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 44.2016, p. 148-165
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Subject: | Sukuk | Islamic finance | Conditional volatility | Dependence structure | Archimedean copula | Non-linear analysis | Islamisches Finanzsystem | Multivariate Verteilung | Multivariate distribution | Aktienmarkt | Stock market | Anleihe | Bond | Volatilität | Volatility | ARCH-Modell | ARCH model | Theorie | Theory |
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