Dependence structure between sukuk (Islamic bonds) and stock market conditions : an empirical analysis with Archimedean copulas
Nader Naifar, Shawkat Hammoudeh, Mohamed S. Al dohaiman
| 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 | Anleihe | Bond | Multivariate Verteilung | Multivariate distribution | Volatilität | Volatility | Aktienmarkt | Stock market | Börsenkurs | Share price | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.intfin.2016.05.003 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011690405