Risk transmission between Islamic and conventional stock markets : a return and volatility spillover analysis
Syed Jawad Hussain Shahzad, Román Ferrer, Laura Ballester, Zaghum Umar
| Year of publication: |
July 2017
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| Authors: | Shahzad, Syed Jawad Hussain ; Ferrer, Román ; Ballester, Laura ; Umar, Zaghum |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 52.2017, p. 9-26
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| Subject: | Islamic stock market | Conventional stock markets | Global risk factors | Return and volatility spillovers | Spillover index approach | Volatilität | Volatility | Aktienmarkt | Stock market | Spillover-Effekt | Spillover effect | Welt | World | Kapitaleinkommen | Capital income | Risiko | Risk | ARCH-Modell | ARCH model | Börsenkurs | Share price | Islamische Staaten | Islamic countries | Aktienindex | Stock index |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.irfa.2017.04.005 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011868686