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Co-movement between sharia stocks and sukuk in the GCC markets: A time-frequency analysis

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1998Information and volatility linkages in the stock, bond, and money markets11This paper was previously under the title, `Volatility and common information in the stock, bond, and money markets’. We thank Paul Seguin (the referee) for numerous suggestions that substantially imporved the paper. We also received the helpful comments from Bill Schwert (the editor), David Ellis, Wayne Ferson, John Graham, Bruce Grundy, Kathleen Weiss Hanley, Larry Harris, George Kanatas, Tom Smith, Raul Susmel, and Bob Whaley, and seminar participants at the 1996 Texas Finance Symposium, the 1997 American Finance Association meetings in New Orleans, The Australian Graduate School of Management, the University of Houston, Rice University, the University of Texas at Austin, the University of Utah, and the University of Washington. Part of this research was completed while the second author was visiting Rice University.502 cited
2011Return and volatility transmission between world oil prices and stock markets of the GCC countries423 cited
2013Sukuk vs. conventional bonds: A stock market perspective243 cited
2008Innovation in the structuring of Islamic sukuk securities181 cited
2007On measuring synchronization of bulls and bears: The case of East Asia177 cited

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