Dynamic dependence of the global Islamic equity index with global conventional equity market indices and risk factors

  1. Hammoudeh, S.
  2. Mensi, W.
  3. Reboredo, J.C.
  4. Nguyen, D.K.
Journal:
Pacific Basin Finance Journal

ISSN: 0927-538X

Year of publication: 2014

Volume: 30

Pages: 189-206

Type: Article

DOI: 10.1016/J.PACFIN.2014.10.001 GOOGLE SCHOLAR