Dynamic dependence of the global Islamic equity index with global conventional equity market indices and risk factors

Pacific-Basin Finance Journal - Tập 30 - Trang 189-206 - 2014
Shawkat Hammoudeh1,2, Walid Mensi3, Juan Carlos Reboredo4, Duc Khuong Nguyen2
1Lebow College of Business, Drexel University, United States
2IPAG Lab, IPAG Business School, France
3Department of Finance and Accounting, Faculty of Management and Economic Sciences of Tunis, El Manar University, Tunisia
4Universidade de Santiago de Compostela, Departamento de Fundamentos del Análisis Económico, Spain

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