Sharī‘ah and SRI Portfolio Performance in the UK: Effect of Oil Price Decline
Download full text from publisher
References listed on IDEAS
- Ahdi Noomen Ajmi & Ghassen El-montasser & Shawkat Hammoudeh & Duc Khuong Nguyen, 2014.
"Oil prices and MENA stock markets: new evidence from nonlinear and asymmetric causalities during and after the crisis period,"
Taylor & Francis Journals, vol. 46(18), pages 2167-2177, June.
- Ahdi Noomen Ajmi & Ghassen El Montasser & Shawkat Hammoudeh & Duc Khuong Nguyen, 2014. "Oil prices and MENA stock markets:New evidence from nonlinear and asymmetric causalities during and after the crisis period," Working Papers 2014-79, Department of Research, Ipag Business School.
- Kang, Wensheng & Ratti, Ronald A. & Yoon, Kyung Hwan, 2015.
"The impact of oil price shocks on the stock market return and volatility relationship,"
Journal of International Financial Markets, Institutions and Money,
Elsevier, vol. 34(C), pages 41-54.
- Wensheng Kang & Ronald A. Ratti & Kyung Hwan Yoon, 2014. "The Impact of Oil Price Shocks on the Stock Market Return and Volatility Relationship," CAMA Working Papers 2014-71, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
More about this item
Keywordsoil price; portfolio; Sharī‘ah; SRI; performance;
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:ris:isecst:0158. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (IRTI Staff) or (). General contact details of provider: http://edirc.repec.org/data/irisbsa.html .
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.