Time-Frequency Connectedness between Shariah Indices in a Systemic Crisis Era
We examine the time- and frequency-domain spillover connectedness between regional and world Shariah indices. The spillover index approach is employed with data over the period from April 30, 2012, to May 9, 2022, for African, American, Asian, European, and world emerging and developed markets’ Shar...
| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Hindawi-Wiley
2023-01-01
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| Series: | Complexity |
| Online Access: | http://dx.doi.org/10.1155/2023/5602895 |