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Regime-dependent relation between Islamic and conventional financial markets

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References

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2003Regime-dependent impulse response functions in a Markov-switching vector autoregression model

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188 cited

2014Stock market co-movements: Islamic versus conventional equity indices with multi-timescales analysis181 cited

2014Are Dow Jones Islamic equity indices exposed to interest rate risk?129 cited

2014Linkages and co-movement between international stock market returns: Case of Dow Jones Islamic Dubai Financial Market index120 cited

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