Exploring the Dynamic Links between GCC Sukuk and Commodity Market Volatility
This study investigates the impact of commodity price volatility (including soft commodities, precious metals, industrial metals, and energy) on the dynamics of corporate sukuk returns. Using a sample of sukuk indices from Gulf Cooperation Council (GCC) countries, we study the dynamic conditional co...
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| Format: | Article |
| Language: | English |
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MDPI AG
2018-08-01
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| Series: | International Journal of Financial Studies |
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| Online Access: | http://www.mdpi.com/2227-7072/6/3/72 |