Diagnostic of Innovations and Volatility Persistence in Emerging Markets Evidence from Sukuk and Stock Indices

Thispaper analysisthe persistence of shock and volatility of both Islamic and conventional financial markets, as well as the natural correlation between those markets. This study used the Bivariate BEKK-GARCH(1,1) model to examine the persistence of shock and volatilit...

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Autors principals:	Widad Metadjer, Seyf Eddine Benbakhti, Hadjer Boulila
Format:	Artigo
Idioma:	Inglês
Publicat:	Faculty of Islamic Economics and Business - Universitas Islam Negeri K.H. Abdurrahman Wahid Pekalongan 2020-12-01
Col·lecció:	International Journal of Islamic Business and Economics (IJIBEC)
Matèries:	volatility sukuk stock market financial crisis bekk-garch
Accés en línia:	http://e-journal.iainpekalongan.ac.id/index.php/IJIBEC/article/view/2355/1765
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