An Empirical Study of Islamic Equity as a Better Alternative during Crisis Using Multivariate GARCH DCC
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References listed on IDEAS
- M. Hashem Pesaran & Bahram Pesaran, 2007. "Volatilities and Conditional Correlations in Futures Markets with a Multivariate t Distribution," CESifo Working Paper Series 2056, CESifo Group Munich.
- Pesaran, B. & Pesaran, M.H., 2007.
"Modelling Volatilities and Conditional Correlations in Futures Markets with a Multivariate t Distribution,"
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0734, Faculty of Economics, University of Cambridge.
- Pesaran, Bahram & Pesaran, M. Hashem, 2007. "Modelling Volatilities and Conditional Correlations in Futures Markets with a Multivariate t Distribution," IZA Discussion Papers 2906, Institute for the Study of Labor (IZA).
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- Yunus Kilic & Mehmet Fatih Bugan, 2016. "Are Islamic Equity Markets “Safe Havens”? Testing the Contagion Effect using DCC-GARCH," International Journal of Academic Research in Accounting, Finance and Management Sciences, Human Resource Management Academic Research Society, International Journal of Academic Research in Accounting, Finance and Management Sciences, vol. 6(4), pages 167-176, October.
- Ibrahim, Mansor H., 2015. "Issues in Islamic banking and finance: Islamic banks, Shari’ah-compliant investment and sukuk," Pacific-Basin Finance Journal, Elsevier, vol. 34(C), pages 185-191.
- repec:eee:finana:v:52:y:2017:i:c:p:9-26 is not listed on IDEAS
More about this item
KeywordsIslamic Equity Market; Global Crisis; Multivariate GARCH Dynamic Conditional Correlations; Equity Investments;
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