Dynamic dependence of the global Islamic equity index with global conventional equity market indices and risk factors

By Shawkat Hammoudeh, Walid Mensi, Juan Carlos Reboredo, Duc Khuong Nguyen. 2014

223 citations recorded by the source corpus.

Subfields: Accounting, Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/e36c0f3e6df3d3ee30d94a2f90a1a7217067c744

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Accounting

1. J. Pollard
2. M. Sherwood

In Economics and Econometrics

1. D. Godil
2. Salman Sarwat
3. J. Pollard
4. M. Sherwood
5. Kittisak Jermsittiparsert
6. Arshian Sharif

In Finance

1. D. Godil
2. J. Pollard
3. M. Sherwood
4. Kittisak Jermsittiparsert
5. Arshian Sharif

Citations in the corpus

• The risk-adjusted return potential of integrating ESG strategies into emerging market equities (2018, methodology): “…reasoning about the advantages of using indices to judge the risk-return characteristics of ESG integration, and so builds upon the methodology of other papers such as Weber and Ang (2016), Hammoudeh et al. (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): “…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. (2015), based on the application of a variety of methodological approaches on different countries and…”
• Dynamic risk spillovers between gold, oil prices and conventional, sustainability and Islamic equity aggregates and sectors with portfolio implications (2017, unknown): “…the asset menu of faith-based investors results in substantial welfare gains; and this result has been empirically verified by more recent studies (Hammoudeh et al., 2014; Rahim and Masih, 2016; Dewandaru et al., 2016; Charfeddine et al., 2016; Majdoub et al., 2016).3 Less attention has been…”
• How oil prices, gold prices, uncertainty and risk impact Islamic and conventional stocks? Empirical evidence from QARDL technique (2020, result): “This finding is similar to the conclusion as presented by Hammoudeh et al. (2014).”