Risk transmission between Islamic and conventional stock markets: A return and volatility spillover analysis
Sign Up to like & getrecommendations! Published in 2017 at "International Review of Financial Analysis"
DOI: 10.1016/j.irfa.2017.04.005
Abstract: This paper contributes to the current debate on the empirical validity of the decoupling hypothesis of the Islamic stock market from its mainstream counterparts by examining return and volatility spillovers across the global Islamic stock… read more here.
Keywords: return volatility; stock markets; analysis; conventional stock ... See more keywords
COVID-19 Pandemic and Dependence Structures Among Oil, Islamic and Conventional Stock Markets Indexes
Sign Up to like & getrecommendations! Published in 2021 at "Journal of Asian Finance, Economics and Business"
DOI: 10.13106/jafeb.2021.vol8.no5.0515
Abstract: The popularity of Islamic financial instruments among Muslims is not surprising. The Islamic capital market is where sharia-compliant financial assets are transacted. It works parallel to the conventional market and helps investors find sharia-compliant investment… read more here.
Keywords: paper; conventional stock; stock markets; stock ... See more keywords
Sector Portfolio Performance Comparison between Islamic and Conventional Stock Markets
Sign Up to like & getrecommendations! Published in 2019 at "Sustainability"
DOI: 10.3390/su11174618
Abstract: This study compares the performance of sector portfolios from Islamic and conventional stock markets, using standard as well as current performance measures for a recent sample period between January 1996 and December 2015. Furthermore, to… read more here.
Keywords: performance; sector; islamic conventional; conventional stock ... See more keywords