Reevaluating the risk minimization utility of Islamic stocks and bonds (Sukuk) in international financial markets
We examine the risk minimization utility of Islamic stock and Sukuk (bond) indices by studying their linkages against traditional global counterparts. We first employ an asymmetric power ARCH-based ADCC model on an extended dataset employed by Kenourgios et al. (2016). Our sample ranges from July 20...
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| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Routledge Taylor & Francis Group
2022
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| Subjects: | |
| Online Access: | http://irep.iium.edu.my/96692/7/96692_Reevaluating%20the%20risk%20minimization%20utility.pdf http://irep.iium.edu.my/96692/ https://www.tandfonline.com/loi/rejf20 https://doi.org/10.1080/1351847X.2022.2032242 |
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