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Interest Rate Exposure and Stocks Returns during Global Financial Crisis: Evidence from Islamic and Conventional Markets
16 references·1 citing·49 second hop
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References

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  • 2012Stock Market Volatility and Macroeconomic Fundamentals1,140 cited
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  • 2014Stock market co-movements: Islamic versus conventional equity indices with multi-timescales analysis181 cited
  • 2016Islamic financial markets and global crises: Contagion or decoupling?176 cited
  • 2015Global financial crisis and emerging stock market contagion: A volatility impulse response function approach139 cited
  • 2014Are Dow Jones Islamic equity indices exposed to interest rate risk?129 cited
  • 2014Co-movement between sharia stocks and sukuk in the GCC markets: A time-frequency analysis128 cited
  • 2015Does Financial News Predict Stock Returns? New Evidence from Islamic and Non-Islamic Stocks126 cited
  • 2013Who moves East Asian stock markets? The role of the 2007–2009 global financial crisis119 cited
  • 2016Equity market contagion during global financial and Eurozone crises: Evidence from a dynamic correlation analysis117 cited
  • 2001Asymmetric reverting behavior of short-horizon stock returns: An evidence of stock market overreaction108 cited
  • 2016Does an Islamic label indicate good corporate governance?

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97 cited
  • 2016Islamic or conventional mutual funds: Who has the upper hand? Evidence from Malaysia81 cited
  • 2016US stock market sensitivity to interest and inflation rates: a quantile regression approach75 cited
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    • 2022Time varying intra/inter quantile developing relationship of Islamic stock returns: empirical evidence from Indonesia using QBARDL10 cited