The impact of macroeconomic and conventional stock market variables on Islamic index returns under regime switching

Borsa Istanbul Review - Tập 17 - Trang 62-74 - 2017
Slah Bahloul1, Mourad Mroua2, Nader Naifar3
1Department of Management, University of Sfax, Higher School of Business Administration, Road of the Airport 4, 3018 Sfax, Tunisia
2Department of Management, University of Sfax, Institute of High Business Studies, Road Sidi Mansour Km 10, B.P 43, 3061 Sfax, Tunisia
3Department of Finance and Investment, College of Economics and Administrative Sciences, Al Imam Mohammad Ibn Saud Islamic University (IMSIU), PO Box 5701, Riyadh, Saudi Arabia