Are Islamic finance innovations enough for investors to escape from a financial downturn? Further evidence from portfolio simulations

By Mohamed Arouri, Hachmi Ben Ameur, Nabila Jawadi, Fredj Jawadi, Waël Louhichi. 2013

123 citations recorded by the source corpus.

Subfields: Accounting, Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/f7c2ee0bc8c7ba650021088f7543e401d59f5687

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. Shawkat Hammoudeh
2. Duc Khuong Nguyen
3. J. Pollard
4. M. Sherwood

In Economics and Econometrics

1. Duc Khuong Nguyen
2. Shawkat Hammoudeh
3. Soodabeh Sarafrazi
4. A. Ajmi
5. George Filis
6. Perry Sadorsky
7. Stavros Degiannakis *
8. Walid Mensi

In Finance

1. Duc Khuong Nguyen
2. Shawkat Hammoudeh
3. Soodabeh Sarafrazi
4. A. Ajmi
5. George Filis
6. Perry Sadorsky
7. Walid Mensi
8. Stavros Degiannakis *

Citations in the corpus

• How strong are the causal relationships between Islamic stock markets and conventional financial systems? Evidence from linear and nonlinear tests (2014, background): “√ n( C1(m+ Ly, Le, , n) C2(m+ Ly, , n) − C3(m+ Ly, , n) C4(Ly, , n) ) ∼ AN(0, σ(2)(m,Ly, Le, )), (4) where n = T + 1−m−max(Ly, le), C1(m+ Ly, Le, , n), C2(m+ Ly, , n), C3(m + Ly, , n), and C4(Ly, , n) are correlation-integral estimators of the point probabilities corresponding to the left-hand side ”