Is there a systemic risk between Sharia, Sukuk, and GCC stock markets? A ΔCoVaR risk metric‐based copula approach
| Year of publication: |
2020
|
|---|---|
| Authors: | Al‐Yahyaee, Khamis Hamed ; Shahzad, Syed Jawad Hussain ; Mensi, Walid ; Yoon, Seong-min |
| Published in: |
International Journal of Finance & Economics. - Wiley, ISSN 1099-1158, ZDB-ID 1493204-0. - Vol. 26.2020, 2 (05.08.), p. 2904-2926
|
| Publisher: |
Wiley |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Other identifiers: | 10.1002/ijfe.1942 [DOI] |
| Source: | Other ZBW resources |
Persistent link: https://www.econbiz.de/10012273250