Regime-dependent relation between Islamic and conventional financial markets
Sign Up to like & getrecommendations! Published in 2017 at "Borsa Istanbul Review"
DOI: 10.1016/j.bir.2017.11.001
Abstract: The aim of this paper is to examine regime-dependent dynamic relation between Islamic and conventional financial markets by means of Markov Switching Vector Autoregression (MS-VAR). Empirical results suggest evidence in favor of regime-switching properties in… read more here.
Keywords: conventional financial; islamic conventional; relation islamic; financial markets ... See more keywords
Fancy Bitcoin and conventional financial assets: Measuring market integration based on connectedness networks
Sign Up to like & getrecommendations! Published in 2020 at "Economic Modelling"
DOI: 10.1016/j.econmod.2020.05.003
Abstract: Abstract We investigate the relationship between Bitcoin and conventional financial assets from a perspective on the connectedness of asset networks. We adopt the method of measuring connectedness proposed by Diebold and Yilmaz (2009, 2012, and… read more here.
Keywords: connectedness; financial assets; conventional financial; market ... See more keywords