Do Dow Jones Islamic equity indices undergo speculative pressure? : new insights from a nonlinear and asymmetric analysis
Year of publication: |
2023
|
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Authors: | Arfaoui, Mongi ; Raggad, Bechir |
Published in: |
International journal of finance & economics : IJFE. - Chichester [u.a.] : Wiley, ISSN 1099-1158, ZDB-ID 1493204-0. - Vol. 28.2023, 2, p. 1582-1601
|
Subject: | asymmetric causality | Islamic finance | NARDL | oil futures price | VIX | Islamisches Finanzsystem | Aktienindex | Stock index | Kausalanalyse | Causality analysis | Spekulation | Speculation | Schätzung | Estimation | Rohstoffderivat | Commodity derivative | Volatilität | Volatility | Ölpreis | Oil price | Aktienmarkt | Stock market | Islamische Staaten | Islamic countries |
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