Tail risk connectedness between DeFi and Islamic assets and their determinants
Mabruk Billah, Mohammad Enamul Hoque, Sinda Hadhri, Hung Xuan Do
Year of publication: |
2025
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Authors: | Syed Mabruk Billah ; Mohammad Enamul Hoque ; Hadhri, Sinda ; Do, Hung Xuan |
Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier Science, ISSN 1059-0560, ZDB-ID 2026509-8. - Vol. 97.2025, Art.-No. 103789, p. 1-29
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Subject: | DeFi | Islamic assets | Tail risk | TVP-VAR | Uncertainty factors | Risiko | Risk | Islamisches Finanzsystem | Islamic finance | Islam | Risikomanagement | Risk management | Portfolio-Management | Portfolio selection |
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