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Unveiling the diversification benefits of Islamic equities and commodities
16 references·0 citing·37 second hop
Unveiling the diversification benefits of Islamic equities and commodities (2018)Unveiling the diversification benefits of…The diversification benefits from Islamic investment during the financial turmoil: The case for the US-based equity investors (2014)The diversification benefits …Stock market co-movements: Islamic versus conventional equity indices with multi-timescales analysis (2014)Stock market co-movements: Is…Islamic equity market integration and volatility spillover between emerging and US stock markets (2014)Islamic equity market integra…How strong are the causal relationships between Islamic stock markets and conventional financial systems? Evidence from linear and nonlinear tests (2013)How strong are the causal rel…Volatility behavior of oil, industrial commodity and stock markets in a regime-switching environment (2010)Volatility behavior of oil, i…Review and analysis of current Shariah‐compliant equity screening practices (2008)Review and analysis of curren…Gold investment as an inflationary hedge: cointegration evidence with allowance for endogenous structural breaks (2007)Gold investment as an inflati…Dynamic Conditional Correlation (2002)Dynamic Conditional Correlati…An Introduction to Wavelets and Other Filtering Methods in Finance and Economics (2002)An Introduction to Wavelets a…Theoretical and Empirical properties of Dynamic Conditional Correlation Multivariate GARCH (2001)Theoretical and Empirical pro…An Introduction to Islamic Finance (2001)An Introduction to Islamic Fi…The Comovement of Stock Prices (1993)The Comovement of Stock PricesModelling the Coherence in Short-Run Nominal Exchange Rates: A Multivariate Generalized Arch Model (1990)Modelling the Coherence in Sh…EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)EFFICIENT CAPITAL MARKETS: A …Portfolio Selection: Efficient Diversification of Investments (1959)Portfolio Selection: Efficien…Multivariate GARCH models: a surveyMultivariate GARCH models: a …ARCH modeling in finance (1992)Multivariate Simultaneous Generalized ARCH (1995)Modeling and Forecasting Realized Volatility (2003)Introductory Econometrics for Finance (2008)Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)Generalized autoregressive conditional heteroskedasticity (1986)A Capital Asset Pricing Model with Time-Varying Covariances (1988)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Behavior of Stock-Market Prices (1965)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Users of the world, unite! The challenges and opportunities of Social Media (2009)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Oil shocks and their impact on energy related stocks in China (2012)Oil price shocks and stock market returns: New evidence from the United States and China (2014)Geopolitical risk and dynamic connectedness between commodity markets (2022)The Econometrics of Financial Markets (1997)Dynamic Conditional Correlation - a Simple Class of Multivariate GARCH Models (2000)Asymmetric Dynamics in the Correlations of Global Equity and Bond Returns (2006)The Copula-GARCH model of conditional dependencies: An international stock market application (2006)The Econometrics of Financial Markets (2012)Time Series Analysis: Forecasting and Control (1977)Correlations and volatility spillovers between oil prices and the stock prices of clean energy and technology companies (2011)Systemic Risk Measurement: Multivariate GARCH Estimation of CoVaR (2012)Dynamic spillover effects among crude oil, precious metal, and agricultural commodity futures markets (2016)International comovement of stock market returns: A wavelet analysis (2009)Wavelet-based test of co-movement and causality between oil and renewable energy stock prices (2016)Does Bitcoin hedge global uncertainty? Evidence from wavelet-based quantile-in-quantile regressions (2017)Islamic mutual funds' financial performance and international investment style : evidence from 20 countries (2011)ISLAMIC BANKING AND FINANCE: RECENT EMPIRICAL LITERATURE AND DIRECTIONS FOR FUTURE RESEARCH (2015)Islamic Law and Finance; Religion, Risk, and Return (2000)Exploring corporate social responsibility disclosure: the case of Islamic banks (2010)Entrepreneurship from an Islamic Perspective (2014)Risk, Return, and Equilibrium: Empirical Tests (1973)The Cross-Section of Expected Stock Returns (1992)
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References

  • 1970EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*15,723 cited
  • 2002Dynamic Conditional Correlation7,126 cited
  • 1959Portfolio Selection: Efficient Diversification of Investments5,535 cited
  • 1990Modelling the Coherence in Short-Run Nominal Exchange Rates: A Multivariate Generalized Arch Model3,519 cited
  • n.d.Multivariate GARCH models: a survey2,055 cited
  • 2001Theoretical and Empirical properties of Dynamic Conditional Correlation Multivariate GARCH1,401 cited
  • 2002An Introduction to Wavelets and Other Filtering Methods in Finance and Economics1,072 cited
  • 2001An Introduction to Islamic Finance653 cited
  • 2010Volatility behavior of oil, industrial commodity and stock markets in a regime-switching environment352 cited
  • 2008Review and analysis of current Shariah‐compliant equity screening practices301 cited
  • 2013How strong are the causal relationships between Islamic stock markets and conventional financial systems? Evidence from linear and nonlinear tests249 cited
  • 2007Gold investment as an inflationary hedge: cointegration evidence with allowance for endogenous structural breaks235 cited
  • 1993The Comovement of Stock Prices226 cited
  • 2014Islamic equity market integration and volatility spillover between emerging and US stock markets191 cited

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  • 2014The diversification benefits from Islamic investment during the financial turmoil: The case for the US-based equity investors183 cited
  • 2014Stock market co-movements: Islamic versus conventional equity indices with multi-timescales analysis181 cited
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