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...

詳細記述

保存先:
書誌詳細
主要な著者: Chang, Bisharat Hussain, Sharif, Arshian, Aman, Ameenullah, Mohd Suki, Norazah, Salman, Asma, Khan, Syed Abdul Rehman
フォーマット: 論文
言語:English
出版事項: Elsevier Ltd. 2020
主題:
オンライン・アクセス: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
タグ: タグ追加
タグなし, このレコードへの初めてのタグを付けませんか!

類似資料