The extreme return connectedness between Sukuk and green bonds and their determinants and consequences for investors
Mabruk Billah, Amine Ben Amar, Faruk Balli
| Year of publication: |
2023
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|---|---|
| Authors: | Syed Mabruk Billah ; Amar, Amine Ben ; Balli, Faruk |
| Published in: |
Pacific-Basin finance journal. - Amsterdam [u.a.] : Elsevier, ISSN 0927-538X, ZDB-ID 1343420-2. - Vol. 77.2023, p. 1-24
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| Subject: | Drivers of quantile connectedness | Extreme return spillovers | Green bond market | Portfolio diversification | Sukuk market | Anleihe | Bond | Rentenmarkt | Bond market | Portfolio-Management | Portfolio selection | Kapitaleinkommen | Capital income | Nachhaltige Kapitalanlage | Sustainable investment | Spillover-Effekt | Spillover effect | Islamisches Finanzsystem | Islamic finance | Welt | World | Volatilität | Volatility | Aktienmarkt | Stock market | Unternehmensanleihe | Corporate bond | Finanzmarkt | Financial market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.pacfin.2023.101936 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014463683