The determinants of co-movement dynamics between sukuk and conventional bonds
M. Kabir Hassan, Andrea Paltrinieri, Alberto Dreassi, Stefano Miani, Alex Sclip
| Year of publication: |
2018
|
|---|---|
| Authors: | Hassan, M. Kabir ; Paltrinieri, Andrea ; Dreassi, Alberto ; Miani, Stefano ; Sclip, Alex |
| Published in: |
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9769, ZDB-ID 1114217-0. - Vol. 68.2018, p. 73-84
|
| Subject: | Corporate bonds | Diversification | Dynamic correlations | Islamic finance | Multivariate GARCH | Islamisches Finanzsystem | Unternehmensanleihe | Corporate bond | Anleihe | Bond | Korrelation | Correlation | ARCH-Modell | ARCH model | Portfolio-Management | Portfolio selection | Diversifikation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.qref.2017.09.003 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012034513