Search Results - subject:"Markov-switching CAPM"

Do Ṣukūk and Islamic indexes act as safe refuge to conventional stock markets? : evidence from Markov-switching CAPM approach

Bahloul, Slah; Mathlouthi, Fatma - In: Islamic economic studies 30 (2022) 1, pp. 64-83

Purpose The objective of this paper is twofold. First, to study the safe-haven characteristic of the Islamic stock indexes and Ṣukūk during the crises time. Second, to evaluate this property in the last pandemic. This study employs the daily dataset from June 15, 2015, to June 15, 2020, for...

Persistent link: https://www.econbiz.de/10014286183

Do ṣukūk and Islamic indexes act as safe refuge to conventional stock markets? Evidence from Markov-switching CAPM approach

Bahloul, Slah; Mathlouthi, Fatma - In: Islamic Economic Studies (IES) 30 (2022) 1, pp. 64-83

Purpose The objective of this paper is twofold. First, to study the safe-haven characteristic of the Islamic stock indexes and ṣukūk during the crises time. Second, to evaluate this property in the last pandemic. This study employs the daily dataset from June 15, 2015, to June 15, 2020, for...

Persistent link: https://www.econbiz.de/10015397937