Switching spillovers and connectedness between Sukuk and international Islamic stock markets
This study examines the switching volatility spillovers and connectedness between the Dow
Jones Sukuk and global and two regional Islamic stock markets (World, Asia, and Europe) …
Jones Sukuk and global and two regional Islamic stock markets (World, Asia, and Europe) …
RMB exchange rate volatility and the cross-section of Chinese A-share returns
This study investigates the role of RMB exchange rate volatility in the cross-sectional pricing
of Chinese A-share stocks. We find an inverted U-shaped relation between stock beta …
of Chinese A-share stocks. We find an inverted U-shaped relation between stock beta …
Pattern, Source, Destination of Volatilities in Financial Market and Policy Lessons
PK Rath - Review of Pacific Basin Financial Markets and Policies …, 2023 - ideas.repec.org
This paper studies patterns of volatilities and their spillovers across six major segments of
Indian financial market applying univariate GARCH model and estimating the Diebold and …
Indian financial market applying univariate GARCH model and estimating the Diebold and …