Do implied volatilities of stock and commodity markets affect conventional & shariah indices differently? An evidence by OVX, GVZ and VIX

The current study aims to investigate how index returns of conventional and shariah indices of the USA, Europe, and Asia are affected by changes in oil prices, gold prices, VIX, gold-VIX, and oil-VIX. In our investigation, we used the S&P 500, S&P Europe 350, S&P Pan Asia, and their rele...

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Detalles Bibliográficos
Autores principales: Sheikh, Safika Praveen, Jamil, Syed Ahsan, Aysan, Ahmet Faruk, Atif, Mohd, Rabbani, Mustafa Raza, Kayani, Umar Nawaz
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Elsevier 2023
Materias:
Research Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10651471/
https://www.ncbi.nlm.nih.gov/pubmed/38027772
http://dx.doi.org/10.1016/j.heliyon.2023.e21094

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10651471/
https://www.ncbi.nlm.nih.gov/pubmed/38027772
http://dx.doi.org/10.1016/j.heliyon.2023.e21094

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