Uncertainty assessment in socially responsible and Islamic stock markets in the short and long terms : an ARDL approach
Year of publication: |
2018
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Authors: | Jawadi, Fredj ; Jawadi, Nabila ; Cheffou, Abdoukarim Idi |
Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 50.2018, 39, p. 4286-4294
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Subject: | ARDL | asymmetric GARCH | Islamic stock market | socially responsible market | uncertainty | Aktienmarkt | Stock market | Corporate Social Responsibility | Corporate social responsibility | Risiko | Risk | ARCH-Modell | ARCH model | Islam | Kointegration | Cointegration | Islamische Staaten | Islamic countries |
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