Dynamic connectedness and spillovers between Islamic and conventional stock markets: time- and frequency-domain approach in COVID-19 era

This study investigates the dynamic connectedness and spillovers between Islamic and conventional stock markets to reveal the time- and frequency-domain dynamics of the two asset classes under various market conditions. Using the spillover index of Baruník and Křehlík (2018), supplemented by the tim...

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Detalles Bibliográficos
Autores principales: Bossman, Ahmed, Owusu Junior, Peterson, Tiwari, Aviral Kumar
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Elsevier 2022
Materias:
Research Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8991294/
https://www.ncbi.nlm.nih.gov/pubmed/35399378
http://dx.doi.org/10.1016/j.heliyon.2022.e09215

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8991294/
https://www.ncbi.nlm.nih.gov/pubmed/35399378
http://dx.doi.org/10.1016/j.heliyon.2022.e09215

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