Stock market co-movements: Islamic versus conventional equity indices with multi-timescales analysis

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Risk transmission between Islamic and conventional stock markets: A return and volatility spillover analysis (2017, unknown): “Building on this body of work, our research aims to shed additional light on the risk transmission between the Islamic stock market and its mainstream counterparts using the VAR-based spillover index approach developed by Diebold and Yilmaz (2012). This framework has been widely employed in recent y”
Crises and contagion in Asia Pacific — Islamic v/s conventional markets (2015, background): “This study further develops on the work of Dewandaru et al. (2014) who studied 16 crises across multiple regions and found that the shocks were transmitted via excessive linkages, while the recent subprime crisis reveals fundamentalsbased contagion.”