Dynamic co-integration and portfolio diversification of Islamic and conventional indices: Global evidence

The Quarterly Review of Economics and Finance - Tập 66 - Trang 212-224 - 2017
Ahmad Abu-Alkheil1, Walayet A. Khan2, Bhavik Parikh3, Sunil K. Mohanty4
1German Jordanian University, School of Management and Logistic Sciences, International Accounting Department, P.O. Box 35247, Amman 11180, Jordan
2Institute for Global Enterprise, University of Evansville, Schroeder Family School of Business Administration, 1800 Lincoln Avenue, Evansville, IN 47722, United States
3Gerald Schwartz School of Business, St. Francis Xavier University, Antigonish, Nova Scotia, Canada
4Department of Finance, Koppelman School of Business, Brooklyn College, City University of New York (CUNY), 2900 Bedford Avenue, Brooklyn, NY 11230, United States

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