Volatility Transmission Between Dow Jones Stock Index And Emerging Islamic Stock Index: Case Of Subprime Financial Crises
نویسندگان
چکیده
منابع مشابه
Forecasting the Volatility of the Dow Jones Islamic Stock Market Index : Long Memory vs . Regime Switching ∗
The financial crisis has fueled interest in alternatives to traditional asset classes that might be less affected by large market gyrations and, thus, provide for a less volatile development of a portfolio. One attempt at selecting stocks that are less prone to extreme risks, is obeyance of Islamic Sharia rules. In this light, we investigate the statistical properties of the Dow Jones Islamic S...
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ژورنال
عنوان ژورنال: EMAJ: Emerging Markets Journal
سال: 2015
ISSN: 2158-8708,2159-242X
DOI: 10.5195/emaj.2015.68