Dependency or contagion between the Islamic and conventional banking system : evidence from the FIEGARCH-EVT-copula model
Year of publication: |
2018
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Authors: | Fakhfekh, Mohamed ; Ben Salem, Marwa ; Hachicha, Nejib |
Published in: |
Journal for global business advancement : JGBA. - Olney, Bucks : Inderscience Enterprises, ISSN 1746-966X, ZDB-ID 2193383-2. - Vol. 11.2018, 2, p. 129-155
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Subject: | dependency | contagion | FIEGARCH-EVT-copula | Islamic and conventional banks | financial crisis | Finanzkrise | Financial crisis | Islamisches Finanzsystem | Islamic finance | Ansteckungseffekt | Contagion effect | Bankenkrise | Banking crisis | Bank | Islamische Staaten | Islamic countries |
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