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Reevaluating the risk minimization utility of Islamic stocks and bonds (Sukuk) in international financial markets

We examine the risk minimization utility of Islamic stock and Sukuk (bond) indices by studying their linkages against traditional global counterparts. We first employ an asymmetric power ARCH-based ADCC model on an extended dataset employed by Kenourgios et al. (2016). Our sample ranges from July 20...

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書誌詳細
主要な著者:	Sifat, Imtiaz, Mohamad, Azhar, Zhang, Hengchao, Molyneux, Philip
フォーマット:	論文
言語:	English
出版事項:	Routledge Taylor & Francis Group 2022
主題:	HB131 Methodology.Mathematical economics. Quantitative methods HG3368 Islamic Banking and Finance
オンライン･アクセス:	http://irep.iium.edu.my/96692/7/96692_Reevaluating%20the%20risk%20minimization%20utility.pdf http://irep.iium.edu.my/96692/ https://www.tandfonline.com/loi/rejf20 https://doi.org/10.1080/1351847X.2022.2032242
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