Are Islamic indexes a safe haven for investors? An analysis of total, directional and net volatility spillovers between conventional and Islamic indexes and importance of crisis periods
By Besma Hkiri, Shawkat Hammoudeh, C. Aloui, L. Yarovaya. 2017
123 citations recorded by the source corpus.
Subfields: Accounting, Economics and Econometrics, Finance
View Paper: https://www.semanticscholar.org/paper/f37c326406adab3a45ae6cedcf0adc972fc437e7
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Accounting
In Economics and Econometrics
- Rangan Gupta
- Elie Bouri
- Riza Demirer
- Arshian Sharif
- Hardik A. Marfatia
- D. Godil
- Salman Sarwat
- Kittisak Jermsittiparsert
In Finance
- Rangan Gupta
- Elie Bouri
- D. Godil
- Riza Demirer
- Kittisak Jermsittiparsert
- Arshian Sharif
- David Roubaud
- Qiang Ji
Citations in the corpus
- Geopolitical Risks and Movements in Islamic Bond and Equity Markets: A Note (2019, background): “On the other hand, the finding of an insignificant GPR effect at extreme quantiles is in a way supportive of the recent arguments by Hkiri et al. (2017) that Islamic assets can serve as a safe haven during financial crisis periods characterized by extreme market conditions.”
- How oil prices, gold prices, uncertainty and risk impact Islamic and conventional stocks? Empirical evidence from QARDL technique (2020, result): “Similar findings were also presented by Hkiri et al. (2017), and Abu-Alkheil et al. (2017).”