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Volatility transmission between Islamic and conventional equity markets: evidence from causality-in-variance test

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References

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2006A Lagrange multiplier test for causality in variance184 cited

2010Asymmetry in return and volatility spillover between equity and bond markets in Australia120 cited

Cited by

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2017Asymmetric Return and Volatility Transmission in Conventional and Islamic Equities57 cited
2020A review of Islamic stock market, growth and real-estate finance literature56 cited
2019Spillovers and the determinants in Islamic equity markets56 cited
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