Dynamic dependence of the global Islamic equity index with global conventional equity market indices and risk factors
Shawkat Hammoudeh; Walid Mensi; Juan Carlos Reboredo; Duc Khuong Nguyen
| Year of publication: |
2014
|
|---|---|
| Authors: | Hammoudeh, Shawkat ; Mensi, Walid ; Reboredo, Juan Carlos ; Nguyen, Duc Khuong |
| Published in: |
Pacific-Basin finance journal. - Amsterdam [u.a.] : Elsevier, ISSN 0927-538X, ZDB-ID 1343420-2. - Vol. 30.2014, p. 189-206
|
| Subject: | Islamic stock index | Conventional stock indices | Global factors | Copulas | Tail dependence | Aktienindex | Stock index | Welt | World | Aktienmarkt | Stock market | Multivariate Verteilung | Multivariate distribution | Globalisierung | Globalization | Islamische Staaten | Islamic countries | Index | Index number |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010496348