Decoupling hypothesis of Islamic stocks: Evidence from copula CoVaR approach

Borsa Istanbul Review - Tập 19 - Trang S56-S63 - 2019
Muhammad Usman1, Muhammad Ali Qamar Jibran1, Rafi Amir-ud-Din2, Waheed Akhter3
1Department of Management Sciences, COMSATS University, Lahore Campus, Islamabad, Pakistan
2Department of Economics, COMSATS University Islamabad, Lahore Campus, Pakistan
3Center of Islamic Finance, COMSATS University, Lahore Campus, Islamabad, Pakistan

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