Do the Islamic Stock Market Returns Respond Differently to the Realized and Implied Volatility of Oil Prices? Evidence from the Time–Frequency Analysis

Autor:	Mansur Masih, Muhammad Mahmudul Karim
Rok vydání:	2019
Předmět:	050208 finance 0502 economics and business 05 social sciences Economics Islam Stock market Monetary economics 050207 economics Implied volatility Investment (macroeconomics) General Economics Econometrics and Finance Finance
Zdroj:	Emerging Markets Finance and Trade. 57:2616-2631
ISSN:	1558-0938 1540-496X
DOI:	10.1080/1540496x.2019.1663409
Popis:	This paper makes an initial attempt to investigate the responsiveness of the Islamic stock market returns to the realized and implied volatility of oil prices at different investment horizons. The ...
Databáze:	OpenAIRE
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