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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...

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Wedi'i Gadw mewn:
Prif Awduron: Ariful Hoque, Tanvir Bhuiyan, Thi Le
Fformat: Artigo
Iaith:Inglês
Cyhoeddwyd: MDPI AG 2024-07-01
Cyfres:International Journal of Financial Studies
Pynciau:
GFC
smirk
options
financial crisis
Islamic stock
BRIC countries
Mynediad Ar-lein:https://www.mdpi.com/2227-7072/12/3/67
Tagiau: Ychwanegu Tag
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