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International diversification among Islamic investments: is there any benefit
16 references·6 citing·43 second hop
International diversification among Islamic investments: is there any benefit (2014)International diversification among Islam…Reformulating Critical Values for the Bounds F- statistics Approach to Cointegration: An Application to the Tourism Demand Model for Fiji (2017)Reformulating Critical Values…Risk and return characteristics of Islamic equity funds (2011)Risk and return characteristi…International comovement of stock market returns: A wavelet analysis (2009)International comovement of s…Global market integration: An alternative measure and its application☆ (2009)Global market integration: An…International Stock Return Comovements (2005)International Stock Return Co…Extreme Correlation of International Equity Markets (2001)Extreme Correlation of Intern…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 …Generalized impulse response analysis in linear multivariate models (1998)Generalized impulse response …Testing for the 'Existence of a Long-run Relationship' (1996)Testing for the 'Existence of…Co-Integration, Error Correction, and the Econometric Analysis of Non- Stationary Data. (1996)Co-Integration, Error Correct…Is the correlation in international equity returns constant: 1960–1990? (1995)Is the correlation in interna…Common risk factors in the returns on stocks and bonds (1993)Common risk factors in the re…Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data (1993)Co-integration, Error Correct…International Diversification of Investment Portfolios (1970)International Diversification…Internationally Diversified Portfolios: Welfare Gains and Capital Flows (1968)Internationally Diversified P…Performances of leading Islamic finance markets prior to and during the COVID-19 pandemic (2023)Performances of leading Islam…Analysis of the frequency dynamics of spillovers and connectedness among Islamic and conventional banks and their determinants: evidence from Gulf Cooperative Council (GCC) markets (2022)Analysis of the frequency dyn…Portfolio Investment diversification at Global stock market: A Cointegration Analysis of Emerging BRICS(P) Group (2020)Portfolio Investment diversif…Co-movements and diversification opportunities among Dow Jones Islamic indexes (2019)Co-movements and diversificat…Cross-country evidence of Islamic portfolio diversification: are there opportunities in Saudi Arabia? (2018)Cross-country evidence of Isl…Further evidence on international Islamic and conventional portfolios diversification under regime switching (2016)Further evidence on internati…Liquidity Preference as Behavior Towards Risk (1958)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)SECURITY PRICES, RISK, AND MAXIMAL GAINS FROM DIVERSIFICATION* (1965)Why Not Diversify Internationally Rather Than Domestically? (1974)What Determines the Domestic Bias and Foreign Bias? Evidence from Mutual Fund Equity Allocations Worldwide (2005)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Statistical analysis of cointegration vectors (1988)Testing for a Unit Root in Time Series Regression (1988)THE POWER OF COINTEGRATION TESTS (1992)One Security, Many Markets: Determining the Contributions to Price Discovery (1995)Does financial development cause economic growth? Time-series evidence from 16 countries (1996)Portfolio Selection: Efficient Diversification of Investments (1959)Does industrial structure explain the benefits of international diversification? (1994)Multivariate GARCH models: a surveyConditional Heteroskedasticity in Asset Returns: A New Approach (1991)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Multivariate Simultaneous Generalized ARCH (1995)Emerging equity market volatility (1997)International Asset Allocation With Regime Shifts (2002)No Contagion, Only Interdependence: Measuring Stock Market Comovements (2002)Co-movement of energy commodities revisited: Evidence from wavelet coherence analysis (2011)Multifractal analysis of financial markets: a review (2019)Bitcoin, gold, and commodities as safe havens for stocks: New insight through wavelet analysis (2020)Risk, Return, and Equilibrium: Empirical Tests (1973)The Cross-Section of Expected Stock Returns (1992)On Persistence in Mutual Fund Performance (1997)Illiquidity and stock returns: cross-section and time-series effects (2002)A five-factor asset pricing model (2014)Macroeconomics and Reality (1980)Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets (2008)Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)On the network topology of variance decompositions: Measuring the connectedness of financial firms (2014)Extreme Values, Regular Variation and Point Processes (1987)Modelling Extremal Events (1997)Asymmetric Dynamics in the Correlations of Global Equity and Bond Returns (2006)MODELLING ASYMMETRIC EXCHANGE RATE DEPENDENCE* (2006)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Journal of the American Statistical Association (1995)Does the stock market value bank diversification? (2007)International Stock Return Predictability: What Is the Role of the United States? (2013)The Global Crisis and Equity Market Contagion (2014)Taking Time Seriously (2008)
this work references cited by second hop

References

  • 1993Common risk factors in the returns on stocks and bonds26,615 cited
  • 1998Generalized impulse response analysis in linear multivariate models6,129 cited
  • 2001Extreme Correlation of International Equity Markets2,608 cited
  • 1995Is the correlation in international equity returns constant: 1960–1990?1,805 cited
  • 1993Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data1,758 cited
  • 1996Co-Integration, Error Correction, and the Econometric Analysis of Non- Stationary Data.1,578 cited
  • 1970International Diversification of Investment Portfolios1,130 cited
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  • 2005International Stock Return Comovements860 cited
  • 2009International comovement of stock market returns: A wavelet analysis843 cited
  • 2009Global market integration: An alternative measure and its application☆621 cited
  • 1996Testing for the 'Existence of a Long-run Relationship'573 cited
  • 2000The Increasing Importance of Industry Factors457 cited
  • 2017Reformulating Critical Values for the Bounds F- statistics Approach to Cointegration: An Application to the Tourism Demand Model for Fiji431 cited
  • 2000

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The Rise of Sector Effects in Major Equity Markets
310 cited
  • 2011Risk and return characteristics of Islamic equity funds305 cited
  • Cited by

    • 2016Further evidence on international Islamic and conventional portfolios diversification under regime switching20 cited
    • 2020Portfolio Investment diversification at Global stock market: A Cointegration Analysis of Emerging BRICS(P) Group20 cited
    • 2019Co-movements and diversification opportunities among Dow Jones Islamic indexes18 cited
    • 2022Analysis of the frequency dynamics of spillovers and connectedness among Islamic and conventional banks and their determinants: evidence from Gulf Cooperative Council (GCC) markets16 cited
    • 2023Performances of leading Islamic finance markets prior to and during the COVID-19 pandemic16 cited
    • 2018Cross-country evidence of Islamic portfolio diversification: are there opportunities in Saudi Arabia?13 cited