Global uncertainty and the spillover of tail risk between green and Islamic markets : a time-frequency domain approach with portfolio implications
Mabruk Billah, Md Rafayet Alam, Mohammad Enamul Hoque
| Year of publication: |
2024
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|---|---|
| Authors: | Syed Mabruk Billah ; Alam, Md Rafayet ; Mohammad Enamul Hoque |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier Science, ISSN 1059-0560, ZDB-ID 2026509-8. - Vol. 92.2024, p. 1416-1433
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| Subject: | Green markets | Islamic markets | Portfolio diversification | Tail risk transmission | Uncertainty | Risiko | Risk | Portfolio-Management | Portfolio selection | Risikomanagement | Risk management | Spillover-Effekt | Spillover effect |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.iref.2024.02.081 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014535109