Dynamic co-movement and volatility spillover effect between sukuk and conventional bonds : a comparison study between ASEAN and GCC
Nevi Danila, Noor Azlinna Azizan, Eddy Suprihadi and Bunyamin Bunyamin
| Year of publication: |
2024
|
|---|---|
| Authors: | Danila, Nevi ; Noor Azlinna Azizan ; Suprihadi, Eddy ; Bunyamin, Bunyamin |
| Subject: | Sukuk | bonds | GARCH | volatility | Association of Southeast Asian Nations (ASEAN) market | Gulf Cooperation Council (GCC) market | Volatilität | Volatility | Arabische Golf-Staaten | Gulf countries | ASEAN-Staaten | ASEAN countries | Anleihe | Bond | ARCH-Modell | ARCH model | Islamisches Finanzsystem | Islamic finance | Spillover-Effekt | Spillover effect |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1177/09721509211026203 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015163191