Volatility and Information Behavior: A Study on Shariah Index and General Index حدة التقلب والاستجابة للمعلومات: دراسة مقارنة بين المؤشر الإسلامي والمؤشر التقليدي
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DOI: 10.4197/Islec.33-1.2
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More about this item
Keywords
Lead-lag relationship; Sharīʿah-based index; VECM; EGARCH; Volatility. العلاقة السببية ثنائية الاتجاه، مؤشر متوافق مع الشريعة، نموذج متجه تصحيح الأخطاء، نموذج الانحدار الذاتي الأسي المعمم المشروط بوجود عدم تجانس في تباينات الأخطاء، تقلب.;All these keywords.
JEL classification:
- C58 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Financial Econometrics
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
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