The links between gold, oil prices and Islamic stock markets in a regime switching environment

This paper investigates the linkages between gold, oil prices and Islamic stock market for the turbulent period 1996–2020 which covers the recent COVID-19 pandemic crisis. The paper applies standard VAR and Markov switching VAR models. Empirical results can be summarized as follows: (i) There are so...

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Detalles Bibliográficos
Autor principal: Chkili, Walid
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Springer International Publishing 2022
Materias:
Original Paper
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9079211/
http://dx.doi.org/10.1007/s40822-022-00202-y

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9079211/
http://dx.doi.org/10.1007/s40822-022-00202-y

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