[HTML][HTML] Tail-risk connectedness between sukuk and conventional bond markets and their determinants: Evidence from a country-level analysis

SM Billah, B Kapar, MK Hassan, L Pezzo… - Borsa Istanbul …, 2024 - Elsevier
The study investigates the tail-risk spillover between the markets for sukuk and conventional
bonds across fifteen countries between 2016 and 2023. First, we estimate a time varying …

[HTML][HTML] Do implied volatilities of stock and commodity markets affect conventional & shariah indices differently? An evidence by OVX, GVZ and VIX

SP Sheikh, SA Jamil, AF Aysan, M Atif, MR Rabbani… - Heliyon, 2023 - cell.com
The current study aims to investigate how index returns of conventional and shariah indices
of the USA, Europe, and Asia are affected by changes in oil prices, gold prices, VIX, gold …

A wavelet analysis of investing in cryptocurrencies in the Indian stock market

S Jana, TN Sahu - International Journal of Emerging Markets, 2024 - emerald.com
Purpose This study is designed to examine the dynamic interrelationships between four
cryptocurrencies (Bitcoin, Ethereum, Dogecoin and Cardano) and the Indian equity market …

Quantifying the quantile connectedness among Memecoin, Halal ETF and ESG index

S Tabassum, U Rashid, MR Rabbani… - Journal of Islamic …, 2024 - emerald.com
Purpose The purpose of this paper is to examine the connectedness among Memecoin,
Halal exchange traded funds (ETF) and environmental, social and governance (ESG) …

Financial fusion: Bridging Islamic and Green investments in the European stock market

A Husain, S Karim, A Sensoy - International Review of Financial Analysis, 2024 - Elsevier
Given the historic decoupling nature of Islamic and green financial instruments with
conventional financial markets this study investigated the interconnectedness of the …

Revisiting the dynamic connectedness, spillover and hedging opportunities among cryptocurrency, commodities, and Islamic stock markets

T Mezghani, MR Rabbani, Y Trichilli… - Journal of Islamic Monetary …, 2024 - jimf-bi.org
The study investigates the dynamic interconnections and opportunities for hedging among
cryptocurrency, commodity, and Islamic stock markets using DCC-GARCH and Spillover …

Volatility interconnectedness among financial and geopolitical markets: Evidence from COVID-19 and Ukraine-Russia crises

ME Hoque, M Sahabuddin, F Bilgili - Economic Analysis and Policy, 2024 - Elsevier
This study investigates the interconnectedness of volatility and spillovers among various
financial and geopolitical markets during the COVID-19 pandemic and the Ukraine-Russia …

Migrant Workforces, Foreign Remittance, and Economic Growth Nexus in an Emerging Country

R Al Mosharrafa, M Sahabuddin, N Saha - Journal of International …, 2024 - Springer
Migrant workforces and remittance inflow have drawn considerable attention in global
economic research. During the past few decades, remittance inflow became a crucial …

Economic Echoes of Conflict: Evaluating the Palestine-Israel War's Influence on Middle Eastern Markets

S Mejri, N Khan, C Aloui, R Yildirim - Defence and Peace …, 2024 - Taylor & Francis
This study examines the Palestine-Israel conflict's effects on Middle Eastern financial
markets, including conventional and Islamic indices. Employing wavelet cross-correlation …

Impact of Global Risk Factors on the Islamic Stock Market: New Evidence from Wavelet Analysis

H Kazak, B Saiti, C Kılıç, AT Akcan… - Computational Economics, 2024 - Springer
The emergence of Islamic finance as an alternative financial investment area and the
increasing political and economic uncertainty around the world necessitated an examination …