Price discovery and regime shift behavior in the relationship between sharia stocks and sukuk : a two-state Markov switching analysis
Chaker Aloui, Shawkat Hammoudeh, Hela Ben Hamida
| Year of publication: |
September 2015
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|---|---|
| Authors: | Aloui, Chaker ; Hammoudeh, Shawkat ; Ben Hamida, Hela |
| Published in: |
Pacific-Basin finance journal. - Amsterdam [u.a.] : Elsevier, ISSN 0927-538X, ZDB-ID 1343420-2. - Vol. 34.2015, p. 121-135
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| Subject: | Regime switching | Price discovery | Sharia stocks | Sukuk | Time varying transition probabilities | Markov-Kette | Markov chain | Islamisches Finanzsystem | Islamic finance | Börsenkurs | Share price | Anleihe | Bond | Volatilität | Volatility |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.pacfin.2015.06.004 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011535314