Co-movement between Sukuk, Conventional Bond and Islamic Stock Markets under Bullish and Bearish Market Conditions: An Application of Quantile-on-Quantile Regression

This study explores the asymmetric co-movement between conventional bonds market, sukuk market and Islamic stock markets of top ten Islamic economies. The study used daily data ranging from 1st January 2008 to 31st December 2019. However, for the dependency structure, we used Quantile-on-Quantile (Q...

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Huvudupphov:	Fatima Farooq, Muhammad Saeed Meo, Sajid Ali, Usman Rasheed
Materialtyp:	Artigo
Språk:	Inglês
Utgiven:	CSRC Publishing 2020-09-01
Serie:	Journal of Accounting and Finance in Emerging Economies
Ämnen:	QQ regression, Sukuk market, Conventional bond market, Islamic stock market
Länkar:	https://publishing.globalcsrc.org/ojs/index.php/jafee/article/view/1390
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