Islamic vs. conventional equity markets : a multifractal cross-correlation analysis with economic policy uncertainty
Year of publication: |
2023
|
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Authors: | Aslam, Faheem ; Ferreira, Paulo ; Ali, Haider ; Arifa ; Oliveira, Márcia |
Published in: |
Economies : open access journal. - Basel : MDPI, ISSN 2227-7099, ZDB-ID 2704214-5. - Vol. 11.2023, 1, p. 1-18
|
Subject: | conventional stock markets | Islamic stock markets | multifractal detrended cross-correlation analysis | multifractality | Aktienmarkt | Stock market | Börsenkurs | Share price | Islam | Volatilität | Volatility | Islamisches Finanzsystem | Islamic finance | Islamische Staaten | Islamic countries | Zeitreihenanalyse | Time series analysis | Finanzmarkt | Financial market | Kapitaleinkommen | Capital income |
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