create a website

Switching spillovers and connectedness between Sukuk and international Islamic stock markets. (2024). Yoon, Seong-Min ; Lee, Yeonjeong ; Mensi, Walid ; Al-Kharusi, Sami.
In: Pacific-Basin Finance Journal.
RePEc:eee:pacfin:v:84:y:2024:i:c:s0927538x24000696.

Full description at Econpapers || Download paper

Cited: 0

Citations received by this document

Cites: 42

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

    This document has not been cited yet.

References

References cited by this document

  1. Ajmi, A. ; Hammoudh, S. ; Nguyen, D. ; Sarafrazi, S. How strong are the causal relationships between Islamic stock markets and conventional financial systems? Evidence from linear and nonlinear tests. 2014 J. Int. Financ. Mark. Inst. Money. 28 213-227

  2. Aloui, C. ; Hammoudeh, S. ; Hamida, H. Co-movement between sharia stocks and sukuk in the GCC markets: a time-frequency analysis. 2015 J. Int. Finan. Markets. Inst. Money. 34 69-79

  3. Aloui, C. ; Hammoudeh, S. ; Hamida, H. Global factors driving structural changes in the co-movement between sharia stocks and sukuk in the Gulf cooperation council countries. 2015 N. Am. J. Econ. Financ.. 31 311-329

  4. Aloui, C. ; Hammoudeh, S. ; Hamida, H. Price discovery and regime shift behavior in the relationship between sharia stocks and sukuk: a two-state Markov switching analysis. 2015 Pac. Basin Financ. J.. 34 121-135

  5. Arfaoui, M. ; Chkili, W. ; Ben Rejeb, A. Asymmetric and dynamic links in GCC Sukuk-stocks: implications for portfolio management before and during the COVID-19 pandemic. 2022 J. Econ. Asymm.. 25 -

  6. Arfaoui, M. ; Raggad, B. Do Dow Jones Islamic equity indices undergo speculative pressure? New insights from a nonlinear and asymmetric analysis. 2021 Int. J. Financ. Econ.. 28 1582-1601
    Paper not yet in RePEc: Add citation now
  7. Bahrami, A. ; Shamsuddin, A. ; Uylangco, K. Are advanced emerging market stock returns predictable? A regime-switching forecast combination approach. 2019 Pac. Basin Financ. J.. 55 142-160

  8. Balli, F. ; Billah, M. ; Balli, H. ; Bruin, A. Spillovers between Sukuks and Shariah-compliant equity markets. 2022 Pac. Basin Financ. J.. 72 -

  9. Baur, D.G. ; Lucey, B.M. Flights and contagion – an empirical analysis of stock–bond correlations. 2009 J. Financ. Stab.. 5 339-352
    Paper not yet in RePEc: Add citation now
  10. Bordo, M.D. ; Murshid, A.P. Are financial crises becoming more contagious? What is the historical evidence on contagion?. 2001 En : Claessens, S. ; Forbes, K.J. International Financial Contagion. Springer: Boston, MA
    Paper not yet in RePEc: Add citation now
  11. Boyer, B.H. ; Kumagai, T. ; Yuan, K. How do crises spread? Evidence from accessible and inaccessible stock indices. 2006 J. Financ.. 61 957-1003

  12. Chang, M. ; Kung, C. ; Chen, M. ; Tian, Y. Volatility regime, inverted asymmetry, contagion, and flights in the gold market. 2021 Pac. Basin Financ. J.. 67 -

  13. Chen, Y. ; Mo, W. ; Qin, R. ; Yang, J. Return spillover across China’s financial markets. 2023 Pac. Basin Financ. J.. 80 -
    Paper not yet in RePEc: Add citation now
  14. Diebold, F.X. ; Yilmaz, K. Better to give than to receive: predictive directional measurement of volatility spillovers. 2012 Int. J. Forecast.. 28 57-66

  15. Diebold, F.X. ; Yilmaz, K. On the network topology of variance decompositions: measuring the connectedness of financial firms. 2014 J. Econ.. 182 119-134

  16. Forbes, K.J. ; Rigobon, R. No contagion, only interdependence: measuring stock market comovements. 2022 J. Financ.. 57 2223-2261
    Paper not yet in RePEc: Add citation now
  17. Godlewski, C. ; Turk-Arsis, R. ; Weill, L. Sukuk vs conventional bonds: a stock market perspective. 2013 J. Comp. Econ.. 41 745-761

  18. Hamilton, J.D. Time Series Analysis. 1994 Princeton University Press: New Jersey
    Paper not yet in RePEc: Add citation now
  19. Hasan, M. ; Hassan, M. ; Rashid, M. Are safe haven assets really safe during the 2008 global financial crisis and COVID-19 pandemic?. 2021 Glob. Financ. J.. 50 -

  20. Hasan, M. ; Rashid, M. ; Shafiullah, M. ; Sarker, T. How resilient are Islamic financial markets during the COVID-19 pandemic?. 2022 Pac. Basin Financ. J.. 74 -

  21. Hassan, K. ; Hoque, A. ; Wali, M. ; Gasbarro, D. Islamic stocks, conventional stocks, and crude oil: directional volatility spillover analysis in BRICS. 2020 Energy Econ.. 92 -

  22. Jung, R.C. ; Maderitsch, R. Structural breaks in volatility spillovers between international financial markets: contagion or mere interdependence?. 2014 J. Bank. Financ.. 47 331-342

  23. Kang, S.H. ; Hernandez, J.A. ; Rehman, M.U. ; Shahzad, S.J.H. ; Yoon, S.-M. Spillovers and hedging between US equity sectors and gold, oil, islamic stocks and implied volatilities. 2023 Res. Policy. 81 103286-

  24. Kim, C.-J. ; Nelson, C.R. State-Space Models with Regime Switching: Classical and Gibbs-Sampling Approaches with Applications. 1999 The MIT Press: MIT

  25. Kim, H.-B. ; Kang, S.H. Volatility transmission between the sharia stock and sukuk GII markets in Malaysia. 2012 :
    Paper not yet in RePEc: Add citation now
  26. Li, Y. ; Shi, Y. ; Yi, S. ; Zhang, W. COVID-19 vaccinations and risk spillovers: evidence from Asia-Pacific stock markets. 2023 Pac. Basin Financ. J.. 79 -

  27. Lin, L. ; Zhou, Z. ; Jiang, Y. ; Ou, Y. Risk spillovers and hedge strategies between global crude oil markets and stock markets: do regime switching processes combining long memory and asymmetry matter?. 2021 N. Am. J. Econ. Financ.. 57 -

  28. Mensi, W. ; Al Kharusi, S. ; VO, X. ; Kang, S.H. Frequency connectedness and spillovers among oil and Islamic sector stock markets: Portfolio hedging implications. 2022 Borsa Istanbul Review. 22 1098-1117
    Paper not yet in RePEc: Add citation now
  29. Mensi, W. ; Reboredo, J.C. ; Ugolini, A. Price-switching spillovers between gold, oil, and stock markets: evidence from the USA and China during the COVID-19 pandemic. 2021 Res. Policy. 73 -

  30. Ng, V. Correlation in price changes and volatility across international stock markets. 1990 Rev. Financ. Stud.. 3 281-307

  31. Pesaran, H.H. ; Shin, Y. Generalized impulse response analysis in linear multivariate models. 1998 Econ. Lett.. 58 17-29

  32. Poon, S.-H., Granger, C.W.J. Forecasting volatility in financial markets: a review. 2003 J. Econ. Lit.. 41 478-539

  33. Rabbani, M. ; Billah, S. ; Shaik, M. ; Rahman, M. ; Boujlil, R. Dynamic connectedness, spillover, and optimal hedging strategy among FinTech, Sukuk, and Islamic equity markets. 2023 Glob. Financ. J.. 58 -

  34. Reboredo, J.C. ; Ugolini, A. Price spillovers between rare earth stocks and financial markets. 2020 Res. Policy. 66 -

  35. Ross, S.A. Information and volatility: the no-arbitrage martingale approach to timing and resolution irrelevancy. 1989 J. Financ.. 44 1-17

  36. Saiti, B. Estimation of dynamic conditional correlations of shariah-compliant stock indices through the application of multivariate GARCH approach. 2013 Aust. J. Basic Appl. Sci.. 7 259-267
    Paper not yet in RePEc: Add citation now
  37. Segnon, M. ; Gupta, R. ; Wilfling, R. Forecasting stock market volatility with regime-switching GARCH-MIDAS: the role of geopolitical risks. 2024 Int. J. Forecast.. 40 29-43

  38. Shahzad, S.J.H. ; Ferrer, R. ; Ballester, L. ; Umar, Z. Risk transmission between Islamic and conventional stock markets: a return and volatility spillover analysis. 2017 Int. Rev. Financ. Analysis. 52 9-26

  39. Sun, A.J. ; Chan-Lau, J.A. Financial networks and interconnectedness in an advanced emerging market economy. 2017 Quant. Financ.. 17 1833-1858

  40. Uddin, G.S. ; Hernandez, J.A. ; Labidi, C. ; Troster, V. ; Yoon, S.-M. The impact of financial and economic factors on Islamic mutual fund performance: evidence from multiple fund categories. 2019 J. Multinatl. Financ. Manag.. 52-53 100607-
    Paper not yet in RePEc: Add citation now
  41. Yarovaya, L. ; Elsayed, A.H. ; Hammoudeh, S. Determinants of spillovers between Islamic and conventional financial markets: exploring the safe haven assets during the COVID-19 pandemic. 2021 Fin. Res. Lett.. 43 101979-

  42. Yilmaz, M. ; Seonsoy, A. ; Ozturk, K. ; Hacihasanoglu, E. Cross-sectoral interactions in Islamic equity markets. 2015 Pac. Basin Financ. J.. 32 1-20

Cocites

Documents in RePEc which have cited the same bibliography

  1. Market Integration Among the US and Asian Real Estate Investment Trusts in Crisis Times. (2019). Liow, Kim ; Song, Jeongseop.
    In: International Real Estate Review.
    RePEc:ire:issued:v:22:n:04:2019:p:463-512.

    Full description at Econpapers || Download paper

  2. Interbank offered rates in Islamic countries: Is the Islamic benchmark different from the conventional benchmarks?. (2019). Nechi, Salem ; Smaoui, Houcem Eddine.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:74:y:2019:i:c:p:75-84.

    Full description at Econpapers || Download paper

  3. Are Islamic and conventional capital markets decoupled? Evidence from stock and bonds/sukuk markets in Malaysia. (2019). Habib, Ahmed ; Elsayed, Ahmed ; Ahmed, Habib.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:74:y:2019:i:c:p:56-66.

    Full description at Econpapers || Download paper

  4. Islamic and conventional equity markets: Two sides of the same coin, or not?. (2019). Ahmed, Walid.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:72:y:2019:i:c:p:191-205.

    Full description at Econpapers || Download paper

  5. Connectedness and hedging between gold and Islamic securities: A new evidence from time-frequency domain approaches. (2019). Maghyereh, Aktham ; Abdoh, Hussein ; Awartani, Basel.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:54:y:2019:i:c:p:13-28.

    Full description at Econpapers || Download paper

  6. A survey of Islamic banking and finance literature: Issues, challenges and future directions. (2019). Phan, Dinh ; Narayan, Paresh Kumar ; Bach, Dinh Hoang.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:53:y:2019:i:c:p:484-496.

    Full description at Econpapers || Download paper

  7. Diversification benefits of Shariah compliant equity ETFs in emerging markets. (2019). Andrikopoulos, Panagiotis ; Gad, Samar.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:53:y:2019:i:c:p:133-144.

    Full description at Econpapers || Download paper

  8. Can alternative hedging assets add value to Islamic-conventional portfolio mix: Evidence from MGARCH models. (2019). Shahzad, Syed Jawad Hussain ; Hussain, Syed Jawad ; Ali, Sajid ; Raza, Naveed ; Ur, Mobeen ; Salman, Aneel.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:61:y:2019:i:c:p:210-230.

    Full description at Econpapers || Download paper

  9. Spillovers and the determinants in Islamic equity markets. (2019). Balli, Faruk ; Hasan, Md Iftekhar ; de Bruin, Anne.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940818305023.

    Full description at Econpapers || Download paper

  10. The risk-adjusted return potential of integrating ESG strategies into emerging market equities. (2018). Sherwood, Matthew W ; Pollard, Julia L.
    In: Journal of Sustainable Finance & Investment.
    RePEc:taf:jsustf:v:8:y:2018:i:1:p:26-44.

    Full description at Econpapers || Download paper

  11. Does Shariah compliance make interest rate sensitivity of Islamic equities lower? An industry level analysis under different market states. (2018). Umar, Zaghum ; Shahzad, Syed Jawad Hussain ; Jareño, Francisco ; Ferrer, Roman ; Jareo, Francisco.
    In: Applied Economics.
    RePEc:taf:applec:v:50:y:2018:i:42:p:4500-4521.

    Full description at Econpapers || Download paper

  12. Fixed-income securities: bibliometric review with network analysis. (2018). Liao, Zhewen ; Yan, Yan ; Chen, Xiaosong.
    In: Scientometrics.
    RePEc:spr:scient:v:116:y:2018:i:3:d:10.1007_s11192-018-2800-0.

    Full description at Econpapers || Download paper

  13. Effect of dividend policy on stock price volatility in the Dow Jones U.S. index and the Dow Jones islamic U.S. index: evidences from GMM and quantile regression. (2018). Masih, Abul ; Suwanhirunkul, Prachaya.
    In: MPRA Paper.
    RePEc:pra:mprapa:93543.

    Full description at Econpapers || Download paper

  14. Can gold be used as a hedge against the risks of Sharia-compliant securities? Application for Islamic portfolio management. (2018). Maghyereh, Aktham ; Awartani, Basel ; Hassan, Abul.
    In: Journal of Asset Management.
    RePEc:pal:assmgt:v:19:y:2018:i:6:d:10.1057_s41260-018-0090-y.

    Full description at Econpapers || Download paper

  15. Modelling the directional spillovers from DJIM Index to conventional benchmarks: Different this time?. (2018). Ahmad, Wasim ; Rais, Shirin ; Shaik, Abdul Rahman.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:67:y:2018:i:c:p:14-27.

    Full description at Econpapers || Download paper

  16. What is the cost of faith? An empirical investigation of Islamic purification. (2018). Mulcahy, Mark ; Hutchinson, Mark C ; O'Brien, John.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:52:y:2018:i:c:p:134-143.

    Full description at Econpapers || Download paper

  17. Sailing with the non-conventional stocks when there is no place to hide. (2018). Azad, A.S.M. ; Azmat, Saad ; Azad, A. S. M. S., ; Ahsan, Amirul ; Chazi, Abdelaziz.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:57:y:2018:i:c:p:1-16.

    Full description at Econpapers || Download paper

  18. Time-varying evidence of efficiency, decoupling, and diversification of conventional and Islamic stocks. (2018). Yoon, Seong-Min ; Uddin, Gazi ; Shahzad, Syed Jawad Hussain ; Hussain, Syed Jawad ; Hernandez, Jose Areola.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:56:y:2018:i:c:p:167-180.

    Full description at Econpapers || Download paper

  19. Can Islamic banks have their own benchmark?. (2018). Azad, A.S.M. ; Azmat, Saad ; Azad, A. S. M. S., ; Ahsan, Amirul ; Chazi, Abdelaziz.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:35:y:2018:i:c:p:120-136.

    Full description at Econpapers || Download paper

  20. Geopolitical Risks and Movements in Islamic Bond and Equity Markets: A Note. (2017). Marfatia, Hardik ; GUPTA, RANGAN ; Demirer, Riza ; Bouri, Elie.
    In: Working Papers.
    RePEc:pre:wpaper:201743.

    Full description at Econpapers || Download paper

  21. Should the Malaysian islamic stock market investors invest in regional and international equity markets to gain portfolio diversification benefits?. (2017). Masih, Abul ; Umairah, Fatin.
    In: MPRA Paper.
    RePEc:pra:mprapa:82117.

    Full description at Econpapers || Download paper

  22. Should the Malaysian Islamic stock market investors invest in regional and international equity market to gain portfolio diversification benefits ?. (2017). Masih, Abul ; Umirah, Fatin .
    In: MPRA Paper.
    RePEc:pra:mprapa:79762.

    Full description at Econpapers || Download paper

  23. On the volatility spillover between lslamic and conventional stock markets: A quantile regression analysis. (2017). Ben Rejeb, Aymen.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:42:y:2017:i:c:p:794-815.

    Full description at Econpapers || Download paper

  24. Competition, concentration and risk taking in Banking sector of MENA countries. (2017). Sestayo, Ruben Lado ; Bua, Milagros Vivel ; Gonzalez, Luis Otero ; Razia, Alaa.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:42:y:2017:i:c:p:591-604.

    Full description at Econpapers || Download paper

  25. 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.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:482:y:2017:i:c:p:552-568.

    Full description at Econpapers || Download paper

  26. 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.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:43:y:2017:i:c:p:124-150.

    Full description at Econpapers || Download paper

  27. Momentum strategies for Islamic stocks. (2017). Phan, Dinh ; Narayan, Paresh ; Bach, Dinh Hoang.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:42:y:2017:i:c:p:96-112.

    Full description at Econpapers || Download paper

  28. Financial tail risks in conventional and Islamic stock markets: A comparative analysis. (2017). Muteba Mwamba, John Weirstrass ; GUPTA, RANGAN ; Hammoudeh, Shawkat.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:42:y:2017:i:c:p:60-82.

    Full description at Econpapers || Download paper

  29. Do regional and global uncertainty factors affect differently the conventional bonds and sukuk? New evidence. (2017). Naifar, Nader ; Bahloul, Slah ; Mroua, Mourad.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:41:y:2017:i:c:p:65-74.

    Full description at Econpapers || Download paper

  30. Stock market anomalies, market efficiency and the adaptive market hypothesis: Evidence from Islamic stock indices. (2017). Mirzaei, Ali ; Al-Khazali, Osamah.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:51:y:2017:i:c:p:190-208.

    Full description at Econpapers || Download paper

  31. Measuring skill in the Islamic mutual fund industry: Evidence from GCC countries. (2017). Hammami, Yacine ; Oueslati, Abdelmonem .
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:49:y:2017:i:c:p:15-31.

    Full description at Econpapers || Download paper

  32. 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.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:52:y:2017:i:c:p:9-26.

    Full description at Econpapers || Download paper

  33. Volatility spillover and hedging effectiveness among China and emerging Asian Islamic equity indexes. (2017). ben Sassi, Salim ; Majdoub, Jihed.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:31:y:2017:i:c:p:16-31.

    Full description at Econpapers || Download paper

  34. Impact of the global financial crisis on Islamic and conventional stocks and bonds. (2017). Jahromi, Maria ; Smith, Tom ; Akhtar, Shumi.
    In: Accounting and Finance.
    RePEc:bla:acctfi:v:57:y:2017:i:3:p:623-655.

    Full description at Econpapers || Download paper

  35. Volatility Spillover between Islamic and conventional stock markets: evidence from Quantile Regression analysis. (2016). Ben Rejeb, Aymen.
    In: MPRA Paper.
    RePEc:pra:mprapa:73302.

    Full description at Econpapers || Download paper

  36. Predicting efficiency in Malaysian Islamic banks: A two-stage TOPSIS and neural networks approach. (2016). Wanke, Peter ; Abul, M D ; Barros, C P.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:36:y:2016:i:c:p:485-498.

    Full description at Econpapers || Download paper

  37. Do global financial distress and uncertainties impact GCC and global sukuk return dynamics?. (2016). Naifar, Nader ; Hammoudeh, Shawkat.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:39:y:2016:i:c:p:57-69.

    Full description at Econpapers || Download paper

  38. Impact of speculation and economic uncertainty on commodity markets. (2016). Uddin, Gazi ; Nguyen, Duc Khuong ; Bekiros, Stelios ; Andreasson, Pierre .
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:43:y:2016:i:c:p:115-127.

    Full description at Econpapers || Download paper

  39. On the dynamic links between commodities and Islamic equity. (2016). Ng, Adam ; Nagayev, Ruslan ; Inghelbrecht, Koen ; Disli, Mustafa.
    In: Energy Economics.
    RePEc:eee:eneeco:v:58:y:2016:i:c:p:125-140.

    Full description at Econpapers || Download paper

  40. Islamic financial markets and global crises: Contagion or decoupling?. (2016). Naifar, Nader ; Kenourgios, Dimitris ; Dimitriou, Dimitrios.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:57:y:2016:i:c:p:36-46.

    Full description at Econpapers || Download paper

  41. Systematic Risk in Conventional and Islamic Equity Markets. (2016). Sensoy, Ahmet.
    In: International Review of Finance.
    RePEc:bla:irvfin:v:16:y:2016:i:3:p:457-466.

    Full description at Econpapers || Download paper

  42. Gold and Islamic Stocks: A Hedge and Safe Haven Comparison in Time - Grequency domain for BRICS. (2015). Raza, Naveed ; Ali, Azwadi ; Ibrahimy, Ahmad .
    In: MPRA Paper.
    RePEc:pra:mprapa:69366.

    Full description at Econpapers || Download paper

  43. Is Islamic stock index secured against interest rate risk? Evidence from Wavelet analysis. (2015). Masih, Abul ; Rahim, Yasmin Abd .
    In: MPRA Paper.
    RePEc:pra:mprapa:65259.

    Full description at Econpapers || Download paper

  44. Risk and ethical investment: Empirical evidence from Dow Jones Islamic indexes. (2015). Darné, Olivier ; Darne, Olivier ; Charles, Amelie ; Pop, Adrian.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:35:y:2015:i:c:p:33-56.

    Full description at Econpapers || Download paper

  45. Issues in Islamic banking and finance: Islamic banks, Shari’ah-compliant investment and sukuk. (2015). Ibrahim, Mansor.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:34:y:2015:i:c:p:185-191.

    Full description at Econpapers || Download paper

  46. Cross-sectoral interactions in Islamic equity markets. (2015). Yılmaz, Mustafa ; Sensoy, Ahmet ; Hacihasanoglu, Erk ; Åžensoy, Ahmet ; Yilmaz, Mustafa K. ; Ozturk, Kevser.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:32:y:2015:i:c:p:1-20.

    Full description at Econpapers || Download paper

  47. Predictability dynamics of Islamic and conventional equity markets. (2015). Sensoy, Ahmet ; Hacihasanoglu, Erk ; Åžensoy, Ahmet ; Aras, Guler.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:31:y:2015:i:c:p:222-248.

    Full description at Econpapers || Download paper

  48. Can the Sharia-based Islamic stock market returns be forecasted using large number of predictors and models?. (2014). Simo-Kengne, Beatrice Desiree ; Hammoudeh, Shawkat ; GUPTA, RANGAN ; Sarafrazi, Soodabeh.
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:24:y:2014:i:17:p:1147-1157.

    Full description at Econpapers || Download paper

  49. Dynamic dependence of the global Islamic equity index with global conventional equity market indices and risk factors. (2014). Reboredo, Juan ; Nguyen, Duc Khuong ; Mensi, walid ; Hammoudeh, Shawkat.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:30:y:2014:i:c:p:189-206.

    Full description at Econpapers || Download paper

  50. Detecting predictable non-linear dynamics in Dow Jones Islamic Market and Dow Jones Industrial Average indices using nonparametric regressions. (2014). Hammoudeh, Shawkat ; GUPTA, RANGAN ; Alvarez-Diaz, Marcos.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:29:y:2014:i:c:p:22-35.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-09-26 06:07:07 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated August, 3 2024. Contact: Jose Manuel Barrueco.