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This paper examines the performance of seven indexes chosen from the Dow Jones Islamic Market Index (DJIM) vis-à-vis their non-Islamic counterparts using a variety of measures such as Sharpe, Treynor, Jenson and Fama's selectivity, net selectivity and diversification. Second, we examine the...
Persistent link: https://www.econbiz.de/10012921987
This paper examines the performance of seven indexes chosen from the Dow Jones Islamic Market Index (DJIM) vis-à-vis their non-Islamic counterparts using a variety of measures such as Sharpe, Treynor, Jensen and Fama’s selectivity, net selectivity and diversification. Second, we examine the...
Persistent link: https://www.econbiz.de/10014183478
Recent empirical evidence identifies investment shocks as key driving forces behind business cycle fluctuations. However, existing New Keynesian models emphasizing these shocks counterfactually imply a negative unconditional correlation between consumption growth and investment growth, a weak...
Persistent link: https://www.econbiz.de/10012966936
Persistent link: https://www.econbiz.de/10011607682
Persistent link: https://www.econbiz.de/10011579191
Recent empirical evidence identifies investment shocks as key driving forces behind business cycle fluctuations. However, existing New Keynesian models emphasizing these shocks counterfactually imply a negative unconditional correlation between consumption growth and investment growth, a weak...
Persistent link: https://www.econbiz.de/10012455739