Dynamic connectedness and spillovers between Islamic and conventional stock markets: time- and frequency-domain approach in COVID-19 era

This study investigates the dynamic connectedness and spillovers between Islamic and conventional stock markets to reveal the time- and frequency-domain dynamics of the two asset classes under various market conditions. Using the spillover index of Baruník and Křehlík (2018), supplemented by the tim...

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Bibliografske podrobnosti

Principais autores:	Ahmed Bossman, Peterson Owusu Junior, Aviral Kumar Tiwari
Format:	Artigo
Jezik:	Inglês
Izdano:	Elsevier 2022-04-01
Serija:	Heliyon
Teme:	Dynamic connectedness Volatility spillovers Conventional stock markets Islamic stock markets Time- and frequency-domain COVID-19 pandemic
Online dostop:	http://www.sciencedirect.com/science/article/pii/S2405844022005035
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