Frequency spillovers and portfolio risk implications between Sukuk, Islamic stock and emerging stock markets
Walid Mensi, Mobeen Ur Rehman, Debasish Maitra, Khamis Hamed Al-Yahyaee, Xuan Vinh Vo
| Year of publication: |
2023
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|---|---|
| Authors: | Mensi, Walid ; Ur Rehman, Mobeen ; Maitra, Debasish ; Al-Yahyaee, Khamis Hamed ; Vo Xuan Vinh |
| Published in: |
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9769, ZDB-ID 1114217-0. - Vol. 91.2023, p. 139-157
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| Subject: | BRICS | Co-movements | Islamic assets | Multivariate wavelet approach | Aktienmarkt | Stock market | Portfolio-Management | Portfolio selection | Islamisches Finanzsystem | Islamic finance | Schwellenländer | Emerging economies | Islam | Spillover-Effekt | Spillover effect | Islamische Staaten | Islamic countries | Anleihe | Bond | BRICS-Staaten | BRICS countries | Kapitaleinkommen | Capital income | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.qref.2022.10.012 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014461547