Asymmetric impact of shocks on Islamic stock indices: a cross country analysis
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DOI: 10.1108/jima-04-2017-0043
Abstract: PurposeSeveral studies focus on asymmetric impact of shocks on conventional stocks. However, only few studies explore Islamic stocks, but none has examined the asymmetric impact of shocks on Islamic stocks. This study aims to fill… read more here.
Keywords: islamic stocks; islamic stock; volatility; asymmetric impact ... See more keywords