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Dependence structure between sukuk (Islamic bonds) and stock market conditions: An empirical analysis with Archimedean copulas

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2008Innovation in the structuring of Islamic sukuk securities181 cited

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2013Are Islamic bonds different from conventional bonds? International evidence from capital market tests145 cited

Cited by

2023Asymmetric relationship between green bonds and Sukuk markets: The role of global risk factors72 cited
2016Do regional and global uncertainty factors affect differently the conventional bonds and sukuk? New evidence58 cited
2016Sukuk issuance and information asymmetry: Why do firms issue sukuk ?56 cited
2021The connectedness between Sukuk and conventional bond markets and the implications for investors48 cited
2022Uncertainties and green bond markets: Evidence from tail dependence47 cited
2023Green bond vs. Islamic bond: Which one is more environmentally friendly?47 cited
2018Are Islamic bonds a good safe haven for stocks? Implications for portfolio management in a time-varying regime-switching copula framework43 cited
2017Do Islamic Bond (Sukuk) Prices Reflect Financial and Policy Uncertainty? A Quantile Regression Approach41 cited
2022Spillovers between Sukuks and Shariah-compliant equity markets41 cited
2017Multivariate Co-movement Between Islamic Stock and Bond Markets Among the GCC: A Wavelet-Based View40 cited
2022Asymmetric and dynamic links in GCC Sukuk-stocks: Implications for portfolio management before and during the COVID-19 pandemic36 cited
2020Economic uncertainties, macroeconomic announcements and sukuk spreads35 cited
2020A Wavelet-Based Analysis of the Co-Movement between Sukuk Bonds and Shariah Stock Indices in the GCC Region: Implications for Risk Diversification31 cited
2024Financial fusion: Bridging Islamic and Green investments in the European stock market31 cited
2020Why do sukuks (Islamic bonds) need a different pricing model?30 cited
2024A multi-dimensional connectedness and spillover between green bond and Islamic banking equity: Evidence from country level analysis30 cited