Regime-dependent relation between Islamic and conventional financial markets
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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