How strong are the causal relationships between Islamic stock markets and conventional financial systems? Evidence from linear and nonlinear tests

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The risk-adjusted return potential of integrating ESG strategies into emerging market equities (2018, methodology): “(2014), and Ajmi et al. (2014) who also use indices to analyze ESG and SRI performance.”
Risk transmission between Islamic and conventional stock markets: A return and volatility spillover analysis (2017, unknown): “In addition, it is worth mentioning that the results of our study, in favour of the rejection of the decoupling hypothesis, are consistent with those from several recent contributions, such as Ajmi et al. (2014), Dewandaru et al. (2015), Hammoudeh et al. (2014) and Nazlioglu et al.”
Dynamic dependence of the global Islamic equity index with global conventional equity market indices and risk factors (2014, background): “In their recent research, Ajmi et al. (2014) use linear Granger causality and nonlinear Granger causality tests to investigate the eventual links between the Islamic and global conventional stock markets, and between the Islamic stock market and several global economic and financial shocks.”
Geopolitical Risks and Movements in Islamic Bond and Equity Markets: A Note (2019, background): “Focusing on causal relationships, Ajmi et al. (2014) show evidence of significant bi-directional linear and non-linear Granger causalities between Islamic and conventional equity markets and interest rates, whi;e Bahloul et al.”