Islamic Financial Markets and Global Crises: Contagion or Decoupling?

By Dimitris Kenourgios, Nader Naifar, D. Dimitriou. 2016

174 citations recorded by the source corpus.

Subfields: Accounting, Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/fdc65ff002763d72249720358ec41fa2d9666e18

Citations in the corpus

• Risk transmission between Islamic and conventional stock markets: A return and volatility spillover analysis (2017, unknown): “In addition, applying the asymmetric DCC (A-DCC) model into a multivariate asymmetric power ARCH (APARCH) framework, Kenourgios et al. (2016) provide strong evidence in favor of the decoupling hypothesis of the Islamic securities from the conventional financial system for various developed and…”