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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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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
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Springer International Publishing
2022
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| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9079211/ http://dx.doi.org/10.1007/s40822-022-00202-y |