Anas, Muhammad; Kayani, Ghulam Mujtaba; Nayyar, Sadaf; … - In: Journal of risk and financial management : JRFM 13 (2020) 7/156, pp. 1-27
This paper investigates the decoupling and integration between the region-wise (Asia, Europe, Africa and the Americas) developed and emerging market’s equity pairs of Islamic and conventional stock returns with the focus on multi-horizons. In doing so, daily wavelet and ADCC-based stock...
