The dependence and dynamic correlation between Islamic and conventional insurances and stock market : a multivariate short memory approach
Rym Charef El Ansari, Riadh El Abed
| Year of publication: |
2020
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|---|---|
| Authors: | El Ansari, Rym Charef ; El Abed, Riadh |
| Published in: |
Theoretical and applied economics : GAER review. - Bucureşti : AGER, ISSN 1841-8678, ZDB-ID 2640970-7. - Vol. 27.2020, 3/624, p. 213-222
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| Subject: | DCC-GARCH | DCC-GJR-GARCH | asymmetries | short memory | Islamic insurances | conventional insurances and stock market | Aktienmarkt | Stock market | Korrelation | Correlation | Versicherung | Insurance | Islamisches Finanzsystem | Islamic finance | Theorie | Theory | ARCH-Modell | ARCH model | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012671926