Are Islamic indexes a safe haven for investors? An analysis of total, directional and net volatility spillovers between conventional and Islamic indexes and importance of crisis periods

Pacific-Basin Finance Journal - Tập 43 - Trang 124-150 - 2017
Besma Hkiri1, Shawkat Hammoudeh2,3, Chaker Aloui4, Larisa Yarovaya5
1Higher Institute of Commerce and Accounting of Bizerte. University of Carthage, Tunisia
2Lebow College of Business, Dexel University, Philadelphia, United States
3Montpellier Business School, Montpellier, France
4Department of Finance, College of Business Administration, King Saud University, Riyadh, Saudi Arabia
5Lord Ashcroft International Business School, Anglia Ruskin University, UK

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