Purpose Islamic finance is an alternative approach of financial intermediation based on risk- sharing and asset-backed operations, which evolved substantially in recent years in …
This research investigates the dynamic dependence and causality relationship of the S&P Kensho Clean Energy (CE) and Cleantech (CT) indices with two green bond indices …
Using a bivariate dynamic conditional correlation (DCC) generalized autoregressive conditional heteroskedasticity (GARCH) model, this study compares the safe-haven …
M Billah, AH Elsayed, S Hadhri - Journal of International Financial Markets …, 2023 - Elsevier
This study investigates the asymmetric connectedness and spillover effects between two ethical fixed-income assets (Sukuk and green bonds) with regard to global risk factors using …
Using extensive and comprehensive databases to select a subset of research papers, we aim to critically analyze previous empirical studies to identify certain patterns in determining …
This research initially examines the shock transmission from news-related Climate Policy Uncertainty (CPU), the CBOE crude oil volatility index as a proxy for Oil Price Uncertainty …
Being the health pandemic with the highest impact on the global financial market, the recent COVID-19 pandemic has led to significant risk transmissions across stock markets. Although …
S Ali, I Yousaf, Z Umar - Review of Behavioral Finance, 2022 - emerald.com
Infectious disease (COVID-19)-related uncertainty and the safe-haven features of bonds markets | Emerald Insight Books and journals Case studies Expert Briefings Open Access …
In this paper, we quantify the directional spillovers from sukuk (Islamic bond) markets to Shariah-compliant equity markets and vice versa. The directions and magnitudes of …