Impact of ethical screening on risk and returns : the case of constructed Moroccan Islamic stock indices
Issam Bousalam and Moustapha Hamzaoui (Department of Economics, Abdelmalek Essaadi University, Tangier, Morocco)
| Year of publication: |
2016
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|---|---|
| Authors: | Bousalam, Issam ; Hamzaoui, Moustapha |
| Published in: |
Journal of financial regulation and compliance : an international journal. - Bingley : Emerald, ISSN 1358-1988, ZDB-ID 1400767-8. - Vol. 24.2016, 3, p. 268-291
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| Subject: | Morocco | EGARCH volatility model | Islamic index | Shariah screening | Marokko | Volatilität | Volatility | Islam | Aktienindex | Stock index | Islamische Staaten | Islamic countries | Islamisches Finanzsystem | Islamic finance | ARCH-Modell | ARCH model | Börsenkurs | Share price | Kapitaleinkommen | Capital income |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1108/JFRC-01-2016-0002 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011563858