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Stock market co-movements: Islamic versus conventional equity indices with multi-timescales analysis. (2014). Rizvi, Syed Aun R. ; Masih, Abul ; Alhabshi, Syed Othman ; Rizvi, Syed Aun R., ; Dewandaru, Ginanjar.
In: Economic Systems.
RePEc:eee:ecosys:v:38:y:2014:i:4:p:553-571.

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  2. The performance of compliant stocks during the Covid-19 crisis. (2024). Farhat, Amel ; Hili, Amal.
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  3. Connectedness between (un)conventional monetary policy and islamic and advanced equity markets: A returns and volatility spillover analysis. (2024). Umar, Zaghum ; Phiri, Andrew ; Teplova, Tamara ; Choi, Sun-Yong.
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  4. Are investment grade Sukuks decoupled from the conventional yield curve?. (2024). Umar, Zaghum ; Vo, Xuan Vinh ; Trabelsi, Nader ; Dogah, Kingsley E.
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  5. Do Dow Jones Islamic equity indices undergo speculative pressure? New insights from a nonlinear and asymmetric analysis. (2023). mongi, arfaoui ; Arfaoui, Mongi ; Raggad, Bechir.
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  6. Dynamic Conditional Correlation and Volatility Spillover between Conventional and Islamic Stock Markets: Evidence from Developed and Emerging Countries. (2023). Tabash, Mosab I ; Sahabuddin, Mohammad ; Alam, Md Kausar ; Islam, Md Aminul ; Daniel, Linda Nalini ; Mostafa, Imad Ibraheem.
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  7. Frequency spillovers and portfolio risk implications between Sukuk, Islamic stock and emerging stock markets. (2023). Vo, Xuan Vinh ; Mensi, Walid ; Ur, Mobeen ; Al-Yahyaee, Khamis Hamed ; Maitra, Debasish.
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  9. How do sectoral Islamic equity markets react to geopolitical risk, economic policy uncertainty, and oil price shocks?. (2023). Hassan, M. Kabir ; Hasan, Md. Bokhtiar ; Alhomaidi, Asem.
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  10. Determinants of financial stability and risk transmission in dual financial system: Evidence from the COVID pandemic. (2023). Elsayed, Ahmed ; Helmi, Mohamad Husam ; Ahmed, Habib.
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  15. Islamic Stock indices and COVID-19 pandemic. (2022). Salisu, Afees ; Shaik, Muneer.
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  16. How resilient are Islamic financial markets during the COVID-19 pandemic?. (2022). Shafiullah, Muhammad ; Hasan, Md. Bokhtiar ; Sarker, Tapan ; Rashid, Md Mamunur.
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  17. Spillovers between Sukuks and Shariah-compliant equity markets. (2022). Billah, Syed ; Balli, Hatice ; de Bruin, Anne.
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  18. Spillover and risk transmission between the term structure of the US interest rates and Islamic equities. (2022). Yousaf, Imran ; Umar, Zaghum ; Vo, Xuan Vinh ; Gubareva, Mariya.
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  19. Does implied volatility (or fear index) affect Islamic stock returns and conventional stock returns differently? Wavelet-based granger-causality, asymmetric quantile regression and NARDL approaches. (2022). Masih, Abul ; Ariff, Mohamed ; Kawsar, Najmul Haque ; Karim, Muhammad Mahmudul.
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  20. Assessing the multiscale “meteor shower” effect from oil to the central and eastern European stock indices. (2021). Živkov, Dejan ; Balaban, Suzana ; Peanac, Marko.
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  21. Do Islamic stock indexes integrated with conventional stock indexes?: Evidence from Indonesia and Malaysia. (2021). Swastika, Putri ; Rusmita, Sylva Alif.
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  22. Volatility spillovers and Financial contagion during global financial crisis: Islamic versus conventional equity indices with Multivariate GARCH approch. (2021). Ellouz, Siwar ; Houidi, Fatma.
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  23. Performance Evaluation of Islamic and Non-Islamic Equity and Bonds Indices: Evidence from selected Emerging and Developed Countries. (2021). Audi, Marc ; Ali, Amjad ; Sadiq, Azhar.
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  24. In search of safe haven assets during COVID-19 pandemic: An empirical analysis of different investor types. (2021). Nagayev, Ruslan ; Disli, Mustafa ; Aysan, Ahmet ; Salim, Kinan ; Rizkiah, Siti K.
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  25. The topics of Islamic economics and finance research. (2021). Dowling, Michael ; Ghlamallah, Ezzedine ; Alexakis, Christos ; Piepenbrink, Anke.
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  26. How do Islamic equity markets respond to good and bad volatility of cryptocurrencies? The case of Bitcoin. (2021). Ahmed, Walid.
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  27. On the investors sentiments and the Islamic stock-bond interplay across investments horizons. (2021). Shahzad, Syed Jawad Hussain ; Aloui, Chaker ; Khan, Muhammad Asif ; Hkiri, Besma ; Hela, Ben Hamida ; Hussain, Syed Jawad.
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  28. Asymmetric relationship between gold and Islamic stocks in bearish, normal and bullish market conditions. (2021). Balli, Faruk ; Arif, Muhammad ; Naeem, Muhammad Abubakr ; Qureshi, Fiza.
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  29. Impact of COVID-19 pandemic on stock markets: Conventional vs. Islamic indices using wavelet-based multi-timescales analysis. (2021). Hassan, M. Kabir ; Hasan, Md. Bokhtiar ; Mahi, Masnun ; Bhuiyan, Abul Bashar.
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  30. The interrelationship between order flow, exchange rate, and the role of American economic news. (2021). Wang, Xiangning ; Firouzi, Shahrokh.
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  31. The interdependency structure in the Mexican stock exchange: A network approach. (2020). Aguilar, Erick Trevio.
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  32. Time-Frequency Based Dynamics of Decoupling or Integration between Islamic and Conventional Equity Markets. (2020). Ashfaq, Saira ; Nayyar, Sadaf ; Anas, Muhammad ; Mujtaba, Ghulam.
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  33. A Wavelet-Based Analysis of the Co-Movement between Sukuk Bonds and Shariah Stock Indices in the GCC Region: Implications for Risk Diversification. (2020). Tiwari, Aviral ; Nasreen, Samia ; Ali, Syed Asif ; Raza, Syed Ale ; Hammoudeh, Shawkat.
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  34. Financial uncertainty valuation: doesShariahcompliant screening matter?. (2020). Loukil, Nadia ; Alahouel, Fatma.
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  35. Debt externality in equity markets: Leveraged portfolios and Islamic indices. (2020). Khan, Salman ; Azmat, Saad.
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  36. Islamic stock market versus conventional: Are islamic investing a ‘Safe Haven’ for investors? A systematic literature review. (2020). Panetta, Ida ; delle Foglie, Andrea.
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  37. Do Islamic stocks outperform conventional stock sectors during normal and crisis periods? Extreme co-movements and portfolio management analysis. (2020). Vo, Xuan Vinh ; Mensi, Walid ; Kang, Sang Hoon ; Ur, Mobeen ; Al-Yahyaee, Khamis Hamed.
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  38. Do Islamic indices provide diversification to bitcoin? A time-varying copulas and value at risk application. (2020). Kang, Sang Hoon ; Asghar, Nadia ; Ur, Mobeen.
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  39. Impact of Brexit vote on the London stock exchange: A sectorial analysis of its volatility and efficiency. (2020). Rizvi, Syed Aun R. ; Aun, Syed ; Arshad, Shaista ; Haroon, Omair.
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  40. Common shocks, common transmission mechanisms and time-varying connectedness among Dow Jones Islamic stock market indices and global risk factors. (2020). al Dohaiman, Mohammed ; Mezghani, Imed ; ben Haddad, Hedi.
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  41. The interdependency structure in the Mexican stock exchange: A network approach. (2020). Aguilar, Erick Trevino.
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  42. Co-Movement and Volatility Transmission between Islamic and Conventional Equity Index in Bangladesh. (2019). Hasan, Md Abu.
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  43. Multiscale Volatility Transmission and Portfolio Construction Between the Baltic Stock Markets. (2019). Živkov, Dejan ; Manic, Slavica ; Urakovic, Jasmina.
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  45. Are Islamic and conventional capital markets decoupled? Evidence from stock and bonds/sukuk markets in Malaysia. (2019). Habib, Ahmed ; Elsayed, Ahmed ; Ahmed, Habib.
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  46. Islamic and conventional equity markets: Two sides of the same coin, or not?. (2019). Ahmed, Walid.
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  47. The impact of oil prices and the financial market on cost efficiency in the insurance and Takaful sectors: Evidence from a stochastic frontier analysis. (2019). ULUYOL, BURHAN ; Alhabshi, Syed Musa ; Saiti, Buerhan ; Alshammari, Ahmad Alrazni.
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  51. The Effect of Implicit Market Barriers on Stock Trading and Liquidity. (2018). Hassan, M. Kabir ; Hippler, William J ; Alhomaidi, Asem.
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  52. Multivariate Co-movement Between Islamic Stock and Bond Markets Among the GCC: A Wavelet-Based View. (2018). JAMMAZI, RANIA ; Aloui, Chaker ; ben Hamida, Hela.
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  54. A global network topology of stock markets: Transmitters and receivers of spillover effects. (2018). Shahzad, Syed Jawad Hussain ; Hussain, Syed Jawad ; Zakaria, Muhammad ; Ur, Mobeen ; Al-Yahyaee, Khamis Hamed ; Hernandez, Jose Areola.
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  61. Contagion between Islamic and Conventional Banks in Malaysia: Empirical Investigation using a DCC-GARCH Model العدوى بين البنوك الإسلامية والتقليدية في ماليزي. (2018). Khoufi, Walid ; ben Latifa, Monia.
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  62. Contagion between Islamic and Conventional Banks in Malaysia: Empirical Investigation using a DCC-GARCH Model ?????? ??? ?????? ????????? ?????????? ?? ???????: ????? ?????? ?????? ????? (DCC-GARCH). (2018). Khoufi, Walid ; ben Latifa, Monia.
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  63. The Impact of Brexit on Islamic Stock Markets Employing MGARCH-DCC and Wavelet Correlation Analysis. (2017). Masih, Abul ; cikiryel, burak.
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  64. Asymmetric Return and Volatility Transmission in Conventional and Islamic Equities. (2017). Umar, Zaghum ; Suleman, Tahir.
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  65. Predictability and co-movement relationships between conventional and Islamic stock market indexes: A multiscale exploration using wavelets. (2017). Saâdaoui, Foued ; Naifar, Nader ; Aldohaiman, Mohamed S ; Saadaoui, Foued.
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  66. Analysis of the efficiency–integration nexus of Japanese stock market. (2017). Rizvi, Syed Aun R. ; Aun, Syed ; Arshad, Shaista.
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  67. Are Islamic indexes a safe haven for investors? An analysis of total, directional and net volatility spillovers between conventional and Islamic indexes and importance of crisis periods. (2017). Yarovaya, Larisa ; Aloui, Chaker ; Hammoudeh, Shawkat ; Hkiri, Besma.
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  68. Do constraints on financial and operating leverage affect the performance of Islamic equity portfolios?. (2017). Ashraf, Dawood ; Hussain, Syed Mujahid ; Khawaja, Mohsin ; Felixson, Karl.
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  69. Measuring skill in the Islamic mutual fund industry: Evidence from GCC countries. (2017). Hammami, Yacine ; Oueslati, Abdelmonem .
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  70. Risk transmission between Islamic and conventional stock markets: A return and volatility spillover analysis. (2017). Umar, Zaghum ; Shahzad, Syed Jawad Hussain ; Hussain, Syed Jawad ; Ferrer, Roman ; Ballester, Laura.
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  71. Do Islamic stock indices perform better than conventional counterparts? An empirical investigation of sectoral efficiency. (2016). Rizvi, Syed Aun R. ; Alam, Nafis ; Arshad, Shaista.
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  72. How is the European debt crisis affecting islamic equity? challenges in portfolio diversification within the eurozone: A markov switching and continuous wavelet transform analysis. (2016). Masih, Abul ; Shakir, Zeeniya .
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  73. Can Network Linkage Effects Determine Return? Evidence from Chinese Stock Market. (2016). Xia, Yue ; Li, Ying ; Qiao, Haishu.
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  40. On the relationship between oil price and exchange rates: A wavelet analysis. (2013). Tiwari, Aviral ; Arouri, Mohamed ; Uddin, Gazi Salah ; Teulon, Frederic.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:35:y:2013:i:c:p:502-507.

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  41. Decomposing time-frequency relationship between producer price and consumer price indices in Romania through wavelet analysis. (2013). Tiwari, Aviral ; Mutascu, Mihai ; Andrieș, Alin Marius ; Andries, Alin Marius.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:31:y:2013:i:c:p:151-159.

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  42. Oil prices and trade balance: A wavelet based analysis for India. (2013). Tiwari, Aviral ; Olayeni, Olaolu.
    In: Economics Bulletin.
    RePEc:ebl:ecbull:eb-13-00405.

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  43. A wavelet-based assessment of market risk: The emerging markets case. (2012). Rua, António ; Nunes, Luis.
    In: Working Papers.
    RePEc:ptu:wpaper:w201203.

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  44. Oil Shocks and the Euro as an Optimum Currency Area. (2012). Aguiar-Conraria, Luís ; Rodrigues, Teresa Maria ; Soares, Maria Joana.
    In: NIPE Working Papers.
    RePEc:nip:nipewp:07/2012.

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  45. Co-movement of oil and stock prices in the GCC region: A wavelet analysis. (2012). Omran, Mohammed ; Graham, Michael ; Nikkinen, Jussi ; Kivihaho, Jarno ; Akoum, Ibrahim.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:52:y:2012:i:4:p:385-394.

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  46. A wavelet-based assessment of market risk: The emerging markets case. (2012). Rua, António ; Nunes, Luis.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:52:y:2012:i:1:p:84-92.

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  47. OPECs oil exporting strategy and macroeconomic (in)stability. (2012). Wen, Yi ; Aguiar-Conraria, Luís.
    In: Energy Economics.
    RePEc:eee:eneeco:v:34:y:2012:i:1:p:132-136.

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  48. Money and output: New evidence based on wavelet coherence. (2012). Caraiani, Petre.
    In: Economics Letters.
    RePEc:eee:ecolet:v:116:y:2012:i:3:p:547-550.

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  49. Stylized facts of business cycles in a transition economy in time and frequency. (2012). Caraiani, Petre.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:29:y:2012:i:6:p:2163-2173.

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  50. Role of oil price shocks on macroeconomic activities: An SVAR approach to the Malaysian economy and monetary responses. (2011). WADUD, IKM MOKHTARUL ; Ali Ahmed, Huson ; Wadud, I. K. M. Mokhtarul, ; Ali Ahmed, Huson Joher, .
    In: Energy Policy.
    RePEc:eee:enepol:v:39:y:2011:i:12:p:8062-8069.

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