Re-evaluating the hedge and safe-haven properties of Islamic indexes, gold and Bitcoin : evidence from DCC–GARCH and quantile models
Slah Bahloul, Mourad Mroua and Nader Naifar
| Year of publication: |
2023
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|---|---|
| Authors: | Bahloul, Slah ; Mroua, Mourad ; Naifar, Nader |
| Published in: |
Journal of Islamic accounting and business research. - Bingley : Emerald, ISSN 1759-0825, ZDB-ID 2553043-4. - Vol. 14.2023, 8, p. 1167-1181
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| Subject: | Bitcoin | COVID-19 | DCC-GARCH | Diversifier | Hedge | Islamic finance | Islamic indexes | Portfolio management | Safe-haven | Islamisches Finanzsystem | Portfolio-Management | Portfolio selection | Hedging | Virtuelle Währung | Virtual currency | Coronavirus | Islam | Aktienindex | Stock index | Islamische Staaten | Islamic countries |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1108/JIABR-03-2022-0076 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014452379