Do global risk factors and macroeconomic conditions affect global Islamic index dynamics? A quantile regression approach
By Nader Naifar. 2016
119 citations recorded by the source corpus.
Subfields: Accounting, Economics and Econometrics
View Paper: https://www.semanticscholar.org/paper/83da889efb0e4e5cbf7e933476d61016967938b4
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Citations in the corpus
- Risk transmission between Islamic and conventional stock markets: A return and volatility spillover analysis (2017, unknown): “As noted by Naifar et al. (2016), the DJIM was launched in February 1999 and constitutes the first Islamic index created for investors seeking Shariacompliant equities.”
- Geopolitical Risks and Movements in Islamic Bond and Equity Markets: A Note (2019, background): “Reboredo and Naifar (2016) apply a quantile regression to examine the relationship between Islamic bond prices and financial and policy uncertainty conditions from 2010–2014.”
- Oil price shocks, economic policy uncertainty and industry stock returns in China: Asymmetric effects with quantile regression (2017, background): “Since the link between oil price changes and stock markets has important implications for portfolio management strategies, this issue has attracted considerable attention in recent studies (e.g., Park and Ratti, 2008; Naifar, 2016; Kayalar et al., 2017).”