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Cross-sectoral interactions in Islamic equity markets
16 references·16 citing·40 second hopsampled
Cross-sectoral interactions in Islamic equity markets (2015)Cross-sectoral interactions in Islamic eq…Speculators, commodities and cross-market linkages (2013)Speculators, commodities and …Performance of global Islamic versus conventional share indices: International evidence (2013)Performance of global Islamic…Dynamic Conditional Correlation: On Properties and Estimation (2013)Dynamic Conditional Correlati…Index Investment and the Financialization of Commodities (2012)Index Investment and the Fina…Dynamic Equicorrelation (2012)Dynamic EquicorrelationIndex Investment and Financialization of Commodities (2010)Index Investment and Financia…Islamic banking: Interest-free or interest-based? (2008)Islamic banking: Interest-fre…Dynamic Conditional Correlation (2002)Dynamic Conditional Correlati…A Multivariate Generalized Autoregressive Conditional Heteroscedasticity Model With Time-Varying Correlations (2002)A Multivariate Generalized Au…Theoretical and Empirical properties of Dynamic Conditional Correlation Multivariate GARCH (2001)Theoretical and Empirical pro…The Rise of Sector Effects in Major Equity Markets (2000)The Rise of Sector Effects in…The Increasing Importance of Industry Factors (2000)The Increasing Importance of …Postwar U.S. Business Cycles: An Empirical Investigation (1997)Postwar U.S. Business Cycles:…Industrial Structure and the Comparative Behavior of International Stock Market Indices (1992)Industrial Structure and the …Modelling the Coherence in Short-Run Nominal Exchange Rates: A Multivariate Generalized Arch Model (1990)Modelling the Coherence in Sh…Market and Industry Factors in Stock Price Behavior (1966)Market and Industry Factors i…Spillovers and hedging between US equity sectors and gold, oil, islamic stocks and implied volatilities (2023)Spillovers and hedging betwee…Pandemic crisis versus global financial crisis: Are Islamic stocks a safe-haven for G7 markets? (2021)Pandemic crisis versus global…On the dynamic equicorrelations in cryptocurrency market (2021)On the dynamic equicorrelatio…Islamic stock market versus conventional: Are islamic investing a ‘Safe Haven’ for investors? A systematic literature review (2020)Islamic stock market versus c…Do Islamic stocks outperform conventional stock sectors during normal and crisis periods? Extreme co-movements and portfolio management analysis (2020)Do Islamic stocks outperform …Are Islamic and conventional capital markets decoupled? Evidence from stock and bonds/sukuk markets in Malaysia (2018)Are Islamic and conventional …A Review of Islamic Investment Literature (2018)A Review of Islamic Investmen…Dynamic risk spillovers between gold, oil prices and conventional, sustainability and Islamic equity aggregates and sectors with portfolio implications (2017)Dynamic risk spillovers betwe…Asymmetric Return and Volatility Transmission in Conventional and Islamic Equities (2017)Asymmetric Return and Volatil…On the dynamic links between commodities and Islamic equity (2016)On the dynamic links between …Issues in Islamic Equities: A Literature Survey (2016)Issues in Islamic Equities: A…Financial tail risks in conventional and Islamic stock markets: A comparative analysis (2016)Financial tail risks in conve…Do Islamic stock indices perform better than conventional counterparts? An empirical investigation of sectoral efficiency (2016)Do Islamic stock indices perf…Dependence structure between sukuk (Islamic bonds) and stock market conditions: An empirical analysis with Archimedean copulas (2016)Dependence structure between …Islamic vs conventional equities in a strategic asset allocation framework (2015)Islamic vs conventional equit…Impact of the global financial crisis on Islamic and conventional stocks and bonds (2015)Impact of the global financia…ARCH modeling in finance (1992)Multivariate Simultaneous Generalized ARCH (1995)Modeling and Forecasting Realized Volatility (2003)Introductory Econometrics for Finance (2008)Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)Portfolio Selection: Efficient Diversification of Investments (1959)Dividend Policy, Growth, and the Valuation of Shares (1961)The Behavior of Stock-Market Prices (1965)Diversification, Ricardian Rents, and Tobin's q (1988)The Event Study Methodology Since 1969 (1998)Nonlinear Pricing Kernels, Kurtosis Preference, and Evidence from the Cross Section of Equity Returns (2002)Risk, Return, and Equilibrium: Empirical Tests (1973)Stock returns and the weekend effect (1980)Generalized autoregressive conditional heteroskedasticity (1986)Market Integration and Investment Barriers in Emerging Equity Markets (1995)Striking oil: Another puzzle? (2008)Hedges and safe havens: An examination of stocks, bonds, gold, oil and exchange rates (2012)A Capital Asset Pricing Model with Time-Varying Covariances (1988)The General Theory of Employment, Interest and Money, by John Maynard Keynes (1936)The General Theory of Employment, Interest and Money. (1936)Macroeconomics and Reality (1980)The Band Pass Filter (1999)On Adjusting the Hodrick-Prescott Filter for the Frequency of Observations (2002)Measuring Uncertainty (2015)Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market (2009)Financialization of Commodity Markets (2013)A Model of Financialization of Commodities (2016)The Econometrics of Financial Markets (1997)Dynamic Conditional Correlation - a Simple Class of Multivariate GARCH Models (2000)Asymmetric Dynamics in the Correlations of Global Equity and Bond Returns (2006)The Econometrics of Financial Markets (2012)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Islamic and conventional banks' soundness during the 2007–2008 financial crisis (2013)Risk in Islamic Banking (2013)Corporate social responsibility and financial performance in Islamic banks (2014)Modeling and Forecasting Realized Volatility (2001)The Copula-GARCH model of conditional dependencies: An international stock market application (2006)Dynamic correlation analysis of financial contagion: Evidence from Asian markets (2007)Financialization, crisis and commodity correlation dynamics (2012)Dynamic spillover effects among crude oil, precious metal, and agricultural commodity futures markets (2016)
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References

  • 1997Postwar U.S. Business Cycles: An Empirical Investigation7,358 cited
  • 2002Dynamic Conditional Correlation7,126 cited
  • 1990Modelling the Coherence in Short-Run Nominal Exchange Rates: A Multivariate Generalized Arch Model3,519 cited
  • 2001Theoretical and Empirical properties of Dynamic Conditional Correlation Multivariate GARCH1,401 cited
  • 2012Index Investment and the Financialization of Commodities1,333 cited
  • 2002A Multivariate Generalized Autoregressive Conditional Heteroscedasticity Model With Time-Varying Correlations1,198 cited
  • 2008Islamic banking: Interest-free or interest-based?878 cited
  • 1966Market and Industry Factors in Stock Price Behavior838 cited
  • 2010Index Investment and Financialization of Commodities723 cited
  • 1992Industrial Structure and the Comparative Behavior of International Stock Market Indices662 cited
  • 2013Speculators, commodities and cross-market linkages617 cited
  • 2000The Increasing Importance of Industry Factors457 cited
  • 2012Dynamic Equicorrelation456 cited
  • 2013Dynamic Conditional Correlation: On Properties and Estimation423 cited
  • 2000The Rise of Sector Effects in Major Equity Markets310 cited

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  • 2013Performance of global Islamic versus conventional share indices: International evidence305 cited
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    • 2017Dynamic risk spillovers between gold, oil prices and conventional, sustainability and Islamic equity aggregates and sectors with portfolio implications208 cited
    • 2016On the dynamic links between commodities and Islamic equity131 cited
    • 2018Are Islamic and conventional capital markets decoupled? Evidence from stock and bonds/sukuk markets in Malaysia92 cited
    • 2020Do Islamic stocks outperform conventional stock sectors during normal and crisis periods? Extreme co-movements and portfolio management analysis91 cited
    • 2016Issues in Islamic Equities: A Literature Survey90 cited
    • 2020Islamic stock market versus conventional: Are islamic investing a ‘Safe Haven’ for investors? A systematic literature review86 cited
    • 2015Islamic vs conventional equities in a strategic asset allocation framework85 cited
    • 2021Pandemic crisis versus global financial crisis: Are Islamic stocks a safe-haven for G7 markets?82 cited
    • 2018A Review of Islamic Investment Literature73 cited
    • 2016Do Islamic stock indices perform better than conventional counterparts? An empirical investigation of sectoral efficiency71 cited
    • 2023Spillovers and hedging between US equity sectors and gold, oil, islamic stocks and implied volatilities67 cited
    • 2015Impact of the global financial crisis on Islamic and conventional stocks and bonds63 cited
    • 2016Dependence structure between sukuk (Islamic bonds) and stock market conditions: An empirical analysis with Archimedean copulas61 cited
    • 2016Financial tail risks in conventional and Islamic stock markets: A comparative analysis59 cited
    • 2017Asymmetric Return and Volatility Transmission in Conventional and Islamic Equities57 cited
    • 2021On the dynamic equicorrelations in cryptocurrency market57 cited