Work

Frequency spillovers and portfolio risk implications between Sukuk, Islamic stock and emerging stock markets

Year: 2022

Type: article

Source: The Quarterly Review of Economics and Finance

DOI: 10.1016/j.qref.2022.10.012

Authors: Walid Mensi, Mobeen Ur Rehman, Debasish Maitra, Khamis Hamed Al-Yahyaee, Xuan Vinh Vo

Institutions: University of Economics Ho Chi Minh City, Viện Nghiên cứu kinh doanh, Sultan Qaboos University, South Ural State University, Indian Institute of Management Indore

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

Funder: Đại học Kinh tế Thành phố Hồ Chí Minh

OpenAlex ID: W4307734799

FWCI: 2.564

Cites: 57

Cited by: 19

Related to: 10