Risk transmission between Islamic and conventional stock markets: A return and volatility spillover analysis

International Review of Financial Analysis - Tập 52 - Trang 9-26 - 2017
Syed Jawad Hussain Shahzad1,2,3, Román Ferrer4, Laura Ballester4, Zaghum Umar5
1Energy and Sustainable Development (ESD), Montpellier Business School, France
2COMSATS Institute of Information Technology, Pakistan
3University of Malaysia Terengganu, Malaysia
4Department of Actuarial and Financial Economics, University of Valencia (Spain), Avda. Tarongers s/n, 46022 Valencia, Spain
5Suleman Dawood School of Business, Lahore University of Management, Sciences Sector U, DHA, Lahore Cantt. 54792 Pakistan

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