The asymmetric effects of oil price on sectoral Islamic stocks: New evidence from quantile-on-quantile regression approach
This study extends the existing literature by examining the impact of oil prices on the Dow Jones (DJ) Islamic index and sectoral stock indices. In particular, enhanced empirical estimations are used to provide an in-depth understanding of the sensitivity of stock indices towards oil price fluctuat...
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| Main Authors: | , , , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Elsevier Ltd.
2020
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| Subjects: | |
| Online Access: | http://repo.uum.edu.my/27268/1/RP%2065%202020%201%2012.pdf http://repo.uum.edu.my/27268/ http://doi.org/10.1016/j.resourpol.2019.101571 |
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