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Frequency spillovers and portfolio risk implications between Sukuk, Islamic stock and emerging stock markets

Mensi, Walid; Ur Rehman, Mobeen; Maitra, Debasish; … - In: The quarterly review of economics and finance : journal … 91 (2023), pp. 139-157

Persistent link: https://www.econbiz.de/10014461547

Re-evaluating the hedge and safe-haven properties of Islamic indexes, gold and Bitcoin : evidence from DCC–GARCH and quantile models

Bahloul, Slah; Mroua, Mourad; Naifar, Nader - In: Journal of Islamic accounting and business research 14 (2023) 8, pp. 1167-1181

Persistent link: https://www.econbiz.de/10014452379

Is foreign exchange risk priced in bank loan spreads?

Kim, Young Sang; Lee, Junyoup; Yi, Ha-Chin - In: Review of quantitative finance and accounting 57 (2021) 3, pp. 1061-1092

Persistent link: https://www.econbiz.de/10012620043

On the comparative performance of socially responsible and Islamic mutual funds

Abdelsalam, Omneya; Fethı, Meryem Duygun; Matallín, … - In: Journal of economic behavior & organization : JEBO 103 (2014), pp. 108-128

Persistent link: https://www.econbiz.de/10010462915

International stock returns and market integration: a regional perspective

Brooks, Robin; Del Negro, Marco - 2002

Persistent link: https://www.econbiz.de/10001735750

International stock returns and market integration : a regional perspective

Brooks, Robin; Del Negro, Marco - 2002

Persistent link: https://www.econbiz.de/10001714832

International Stock Market Co-Movements and Politics-Related Risks

Pagliardi, Giovanni - 2019

We investigate the determinants of international stock market co-movements, shedding light on the relevance of politics-related factors. We propose a new characterization for the link connecting politics and financial markets, disentangling two different components: political risk and economic...

Persistent link: https://www.econbiz.de/10012890799

Global Stock Market Interdependencies and long-term Portfolio Diversification

Lucey, Brian M. - 2010

In this paper, we examine the scope for international stock portfolio diversification, from the viewpoint of a United … despite correlation style evidence to the contrary, the European stock markets provide a superior long-term diversification … uninformative with respect to the diversification opportunities of investors with long-term investment horizons. In terms of …

Persistent link: https://www.econbiz.de/10013137351

The determinants of increasing equity market comovement : economic or financial integration?

Baele, Lieven; Soriano, Pilar - In: Review of world economics 146 (2010) 3, pp. 573-589

Persistent link: https://www.econbiz.de/10008666859

Momentum in stock market returns : implications for risk premia on foreign currencies

Nitschka, Thomas - 2010

Persistent link: https://www.econbiz.de/10008668314