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Crises and contagion in Asia Pacific — Islamic v/s conventional markets · Study

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ArticleCrises and contagion in Asia Pacific — Islamic v/s conventional markets

Syed Aun R. Rizvi2015

Article2015

Crises and contagion in Asia Pacific — Islamic v/s conventional markets

Syed Aun R. Rizvi · Shaista Arshad · Nafis Alam

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

No readable copy stored yet — this record is metadata only.

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

Abstract

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Citations in this library

Stored only when both papers are in the corpus — 144 citations exist upstream.

References

2008Market Liquidity and Funding Liquidity 2002No Contagion, Only Interdependence: Measuring Stock Market Comovements 2000Financial Contagion 1982The stochastic behavior of common stock variances Value, leverage and interest rate effects 1995Is the correlation in international equity returns constant: 1960–1990?1998It's Baaack: Japan's Slump and the Return of the Liquidity Trap 1990Transmission of Volatility between Stock Markets 1989Transmission of Volatility Between Stock Markets

Cited by

2016Correlation Structure and Evolution of World Stock Markets: Evidence from Pearson and Partial Correlation-Based Networks 2019The asymmetric effects of oil price on sectoral Islamic stocks: New evidence from quantile-on-quantile regression approach 2016On the dynamic links between commodities and Islamic equity 2017Are Islamic indexes a safe haven for investors? An analysis of total, directional and net volatility spillovers between conventional and Islamic indexes and importance of crisis periods 2017Asymmetric impact of oil price on Islamic sectoral stocks 2020How oil prices, gold prices, uncertainty and risk impact Islamic and conventional stocks? Empirical evidence from QARDL technique 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

Details

Year2015

Typearticle

Published2015-04-20

VenuePacific-Basin Finance Journal

ISSN-L0927-538X

Languageen

Citations144

Files0 public / 0

ShelfFinancial Risk and Volatility Modeling

Identifiers

doi10.1016/j.pacfin.2015.04.002

openalex_workW2124148536

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