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Are Dow Jones Islamic equity indices exposed to interest rate risk? · Study

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ArticleAre Dow Jones Islamic equity indices exposed to interest rate risk?

Abul F. M. Shamsuddin2014

Article2014

Are Dow Jones Islamic equity indices exposed to interest rate risk?

Abul F. M. Shamsuddin

129 citations·0/0 files stored·Economic Modelling

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Islamic Finance and Banking Studies Financial Markets and Investment Strategies Sustainable Finance and Green Bonds

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References

1991Conditional Heteroskedasticity in Asset Returns: A New Approach 1993On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks 1993Measuring and Testing the Impact of News on Volatility 1993A long memory property of stock market returns and a new model 1987Parsimonious Modeling of Yield Curves 1994Threshold heteroskedastic models 2003Forecasting the Term Structure of Government Bond Yields 2013Islamic vs. conventional banks: Business models, efficiency and stability

Cited by

2016On the dynamic links between commodities and Islamic equity 2017Extreme dependence and risk spillovers between oil and Islamic stock markets 2015Does Financial News Predict Stock Returns? New Evidence from Islamic and Non-Islamic Stocks 2020The impact of Coronavirus (COVID-19) outbreak on faith-based investments: An original analysis 2015Issues in Islamic banking and finance: Islamic banks, Shari’ah-compliant investment and sukuk

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Details

Year2014

Typearticle

Published2014-04-01

VenueEconomic Modelling

ISSN-L0264-9993

Languageen

Citations129

Files0 public / 0

ShelfIslamic Finance and Banking Studies

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doi10.1016/j.econmod.2014.03.007

openalex_workW2071170542

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2015

Cross-sectoral interactions in Islamic equity markets

2016Issues in Islamic Equities: A Literature Survey

2016The impact of macroeconomic and conventional stock market variables on Islamic index returns under regime switching