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Cross-sectoral interactions in Islamic equity markets · Study

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ArticleCross-sectoral interactions in Islamic equity markets

Mustafa Kemal Yılmaz2015

Article2015

Cross-sectoral interactions in Islamic equity markets

Mustafa Kemal Yılmaz · Ahmet Şensoy · Kevser Ozturk · Erk Hacihasanoglu

95 citations·0/0 files stored·Pacific-Basin Finance Journal

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Islamic Finance and Banking Studies Financial Risk and Volatility Modeling Market Dynamics and Volatility

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References

1997Postwar U.S. Business Cycles: An Empirical Investigation 2002Dynamic Conditional Correlation 1990Modelling the Coherence in Short-Run Nominal Exchange Rates: A Multivariate Generalized Arch Model 2001Theoretical and Empirical properties of Dynamic Conditional Correlation Multivariate GARCH 2012Index Investment and the Financialization of Commodities 2002A Multivariate Generalized Autoregressive Conditional Heteroscedasticity Model With Time-Varying Correlations 2008Islamic banking: Interest-free or interest-based?1966Market and Industry Factors in Stock Price Behavior

Cited by

2017Dynamic risk spillovers between gold, oil prices and conventional, sustainability and Islamic equity aggregates and sectors with portfolio implications 2016On the dynamic links between commodities and Islamic equity 2018Are Islamic and conventional capital markets decoupled? Evidence from stock and bonds/sukuk markets in Malaysia 2020Do Islamic stocks outperform conventional stock sectors during normal and crisis periods? Extreme co-movements and portfolio management analysis 2016

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Details

Year2015

Typearticle

Published2015-02-11

VenuePacific-Basin Finance Journal

ISSN-L0927-538X

Languageen

Citations95

Files0 public / 0

ShelfIslamic Finance and Banking Studies

Identifiers

doi10.1016/j.pacfin.2014.12.008

openalex_workW2017268756

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Issues in Islamic Equities: A Literature Survey

2020Islamic stock market versus conventional: Are islamic investing a ‘Safe Haven’ for investors? A systematic literature review

2015Islamic vs conventional equities in a strategic asset allocation framework

2021Pandemic crisis versus global financial crisis: Are Islamic stocks a safe-haven for G7 markets?