Zobrazeno 1 - 10
of 15
pro vyhledávání: '"Jihed Majdoub"'
Publikováno v:
The European Journal of Comparative Economics, Vol 17, Iss 1, Pp 103-126 (2020)
This paper studies the volatility spillover between oil price and conventional and Islamic stock markets. We use a sample of five standard MSCI indexes and their Islamic counterparts from five countries from the Gulf region (Jordan, Kuwait, Oman, Qat
Externí odkaz:
https://doaj.org/article/18136a16ce9e4715ac9706f5ba325c3a
Publikováno v:
Decisions in Economics and Finance
Whereas much research has largely investigated the safe haven, diversifier and hedge proprieties of cryptocurrency, very few papers have analyzed the hedging issue of cryptocurrency with other assets. As such, this paper attempts to investigate the p
Publikováno v:
Studies in Economics and Finance. 37:585-604
Purpose In this paper, the authors seek to investigate the dynamics of Bitcoin, Litecoin, Ethereum and Ripple daily returns and volatilities. Design/methodology/approach In this paper, the authors apply the MS-ARMA model on daily returns of Bitcoin (
Autor:
Jihed Majdoub Jihed Majdoub
Publikováno v:
journal of king Abdulaziz University Islamic Economics. 31:27-45
This paper studies the volatility spillover between Islamic equity markets and oil prices. We use a sample of five countries from the Gulf region. The results show that there is a reduction in the volatility spillover, particularly for the Saudi mark
Publikováno v:
Economic Modelling. 80:62-74
This paper deals with long-and short-run comovements between crude oil price and selected emerging Asian equity markets qualified, Little dragons countries, by employing the ARDL approach to cointegration of Pesaran et al. (2001) and the unobserved c
Publikováno v:
The Journal of Energy Markets.
Autor:
Jihed Majdoub, Haykel Hamdi
Publikováno v:
Managerial Finance. 44:540-550
Purpose Risk governance has an important influence on the hedging performances in option pricing and portfolio hedging in both discrete and dynamic case for both conventional and Islamic indexes. The paper aims to discuss these issues. Design/methodo
Volatility spillover and hedging effectiveness among China and emerging Asian Islamic equity indexes
Autor:
Jihed Majdoub, Salim Ben Sassi
Publikováno v:
Emerging Markets Review. 31:16-31
We study the volatility spillover between China and Asian Islamic stock markets. We use a sample of six Islamic MSCI indices from the Asian region, namely China, India, Malaysia, Indonesia, Korea and Thailand obtained from MSCI (Morgan Stanley Capita
Publikováno v:
The Journal of Risk. 19:S1-S26
Publikováno v:
The North American Journal of Economics and Finance. 37:436-457
The paper assesses the market integration between conventional and Islamic stock prices from the long- and short-run perspectives for France, Indonesia, the UK and the US from September 8, 2008 to September 6, 2013 using various econometric approache