A major issue in both Islamic finance and conventional finance is whether the shocks to the
volatilities in the asset returns are substitutes or complements in terms of taking risk. An …

The aim of this paper is to investigate whether the dynamic integration across a large set of
developed and emerging Islamic stock markets allows potential diversification benefits in …

This study examines the impact of the interactions between fiscal and monetary policies on
stock market behaviour (ASI) and the impact of the volatility of these interactions on the …

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 …

We use an event study methodology alongside an improved bootstrapping test to evaluate
the impact of terrorist attacks on the volatility of stock markets in 12 MENA countries, and test …

Bangladesh has been liberalising its trade regime extensively since 1992 in order to
achieve higher trade performance and GDP growth. However, despite the long period of …

Purpose This study comprehensively aims to review the key influential and intellectual
aspects of spillovers between Islamic and conventional financial markets …

ERTaha Bahadır SARAÇ ÖZ Fiyat istikrarı ile birlikte ekonomik büyümenin gerçekleştirilmesi
iktisat politikasının en temel amaçlarından birisini oluşturmaktadır. Diğer bir deyişle, bu iki …

An understanding of volatility and co-movements in financial markets is important for
portfolio allocation and risk management practices. The current financial crisis caused a …

This paper compares the performance of Islamic, conventional, and mixed (Islamic-
conventional) optimal international portfolios from the viewpoint of an American investor …