Spillover and risk transmission between the term structure of the US interest rates and Islamic equities
Zaghum Umar, Imran Yousaf, Mariya Gubareva, Xuan Vinh Vo
| Year of publication: |
2022
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|---|---|
| Authors: | Umar, Zaghum ; Yousaf, Imran ; Gubareva, Mariya ; Vo Xuan Vinh |
| Published in: |
Pacific-Basin finance journal. - Amsterdam [u.a.] : Elsevier, ISSN 0927-538X, ZDB-ID 1343420-2. - Vol. 72.2022, p. 1-18
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| Subject: | Dynamic spillover | Financial crisis | Islamic equity sectors | Static spillover | Yield curve components | Zinsstruktur | Yield curve | Spillover-Effekt | Spillover effect | Finanzkrise | Schätzung | Estimation | USA | United States | Zins | Interest rate | Islam |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.pacfin.2022.101712 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013370392