Islamic equity market integration and volatility spillover between emerging and US stock markets

195 citations recorded by the source corpus.

Citations in the corpus

Risk transmission between Islamic and conventional stock markets: A return and volatility spillover analysis (2017, unknown): “In contrast, Majdoub and Mansour (2014) do not detect significant volatility spillovers from the U.S. Islamic stock market into five Islamic emerging stock markets (Turkey, Indonesia, Pakistan, Qatar and Malaysia) using a number of multivariate GARCH models.”
Dynamic risk spillovers between gold, oil prices and conventional, sustainability and Islamic equity aggregates and sectors with portfolio implications (2017, unknown): “…some studies suggest that combining the conventional U.S. markets with emerging Islamic equity markets leads to improved portfolio performance (see Majdoub and Mansour, 2014; Saiti et al., 2014). account the interactions of such sector indexes can be counted on the fingers of one hand.”