Assessing the Resilience of Islamic Stocks in BRIC Countries: Analyzing Coherence and Cointegration with S&P 500 Options Implied Volatility Smirk during the Global Financial Crisis
Challenging the perceived immunity of Islamic stocks to the global financial crisis, this research investigates whether there was any coherence and long-run cointegration between Islamic stocks of BRIC countries and S&P 500 options implied volatility smirk (IVS) in BRIC countries during the global f...
שמור ב:
| Principais autores: | , , |
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| פורמט: | Artigo |
| שפה: | Inglês |
| יצא לאור: |
MDPI AG
2024-07-01
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| סדרה: | International Journal of Financial Studies |
| נושאים: | |
| גישה מקוונת: | https://www.mdpi.com/2227-7072/12/3/67 |
| תגים: |
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