Return and volatility spillovers in the presence of structural breaks : evidence from GCC Islamic and conventional banks
Noureddine Benlagha, Slim Mseddi
| Year of publication: |
2019
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|---|---|
| Authors: | Benlagha, Noureddine ; Mseddi, Slim |
| Published in: |
The journal of asset management. - Basingstoke : Palgrave Macmillan, ISSN 1470-8272, ZDB-ID 2209717-X. - Vol. 20.2019, 1, p. 72-90
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| Subject: | Financial crisis | Islamic banks | Conventional banks | Spillover effects | Financial markets | Structural breaks | Islamisches Finanzsystem | Islamic finance | Spillover-Effekt | Spillover effect | Strukturbruch | Structural break | Volatilität | Volatility | Finanzmarkt | Financial market | Finanzkrise | Bank |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1057/s41260-018-00107-z [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012059749