ORCID "Dibooğlu, Selahattin/0000-0002-3865-5868" WoS İndeksli Yayınlar Koleksiyonu için listeleme
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Credit default risk in Islamic and conventional banks: Evidence from a GARCH option pricing model
Dibooğlu, Sel; Çevik, Emrah İsmail; Al Tamimi, Hussein A. Hassan (Elsevier, 2022)An important question in banking is whether restrictions placed on Islamic banks make them more resilient to financial market turmoil and less prone to failure than conventional banks. We evaluate this claim by estimating ... -
Emerging market portfolios and Islamic financial markets: Diversification benefits and safe havens
Buğan, Mehmet Fatih; Çevik, Emrah İsmail; Dibooğlu, Sel (Elsevier, 2022)We examine the relationship between Islamic and conventional stock market returns to see if Islamic financial markets provide portfolio diversification benefits and safe havens during turbulent times. Using daily data from ...