Exploring the dynamic links, implications for hedging and investment strategies between Sukuk and commodity market volatility : evidence from country level analysis
Mabruk Billah, Sinda Hadhri, Faruk Balli, Mohammad Sahabuddin
| Year of publication: |
2024
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|---|---|
| Authors: | Syed Mabruk Billah ; Hadhri, Sinda ; Balli, Faruk ; Sahabuddin, Mohammad |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier Science, ISSN 1059-0560, ZDB-ID 2026509-8. - Vol. 93.2024, 1, p. 350-371
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| Subject: | Determinants of spillovers | Dynamic connectedness | Hedging effectiveness | Islamic markets | Portfolio construction techniques | Sukuk market | TVP-VAR extended join connectedness | Hedging | Portfolio-Management | Portfolio selection | Volatilität | Volatility | Anleihe | Bond | Spillover-Effekt | Spillover effect | Islamisches Finanzsystem | Islamic finance | Aktienmarkt | Stock market | Welt | World |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.iref.2024.03.011 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014535351