Konu "Equity Indexes" için İktisadi ve İdari Bilimler Fakültesi Koleksiyonu listeleme
Toplam kayıt 2, listelenen: 1-2
-
Emerging market portfolios and Islamic financial markets: Diversification benefits and safe havens
(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 ... -
Regime-dependent relation between Islamic and conventional financial markets
(Elsevier, 2018)The aim of this paper is to examine regime-dependent dynamic relation between Islamic and conventional financial markets by means of Markov Switching Vector Autoregression (MS-VAR). Empirical results suggest evidence in ...