How do Islamic versus conventional equity markets react to political risk? : dynamic panel evidence
Year of publication: |
2018
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Authors: | Ahmed, Walid M. A. |
Published in: |
International economics : a journal published by CEPII (Center for research and expertise on the world economy). - [Amsterdam] : Elsevier, ISSN 2110-7017, ZDB-ID 1232628-8. - Vol. 156.2018, p. 284-304
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Subject: | Conventional equity markets | Dynamic panel analysis | GMM estimators | Islamic equity markets | Political risk | Aktienmarkt | Stock market | Panel | Panel study | Momentenmethode | Method of moments | Islamisches Finanzsystem | Islamic finance | Schätzung | Estimation | Länderrisiko | Country risk | Welt | World |
Description of contents: | Description [sciencedirect.com] ; Description [doi.org] |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Notes: | Erratum enthalten in: Volume 165, May 2021, Seite 279-281 Erratum enthalten in: Volume 176, December 2023, Seite 1-4 |
Other identifiers: | 10.1016/j.inteco.2018.05.001 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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