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Systemic risk contagion of green and Islamic markets with conventional markets

Financial markets are exposed to extreme uncertain circumstances escalating their tail risk. Sustainable, religious, and conventional markets represent three different markets with various characteristics. Motivated with this, the current study measures the tail connectedness between sustainable, re...

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Detalles Bibliográficos
Autores principales: Naeem, Muhammad Abubakr, Karim, Sitara, Yarovaya, Larisa, Lucey, Brian M.
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Springer US 2023
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10112322/
https://www.ncbi.nlm.nih.gov/pubmed/37361088
http://dx.doi.org/10.1007/s10479-023-05330-5