Emerging market portfolios and Islamic financial markets: Diversification benefits and safe havens
We examine the relationship between Islamic and conventional stock market returns to see if Islamic financial markets provide portfolio diversification benefits and safe havens during turbulent times. Using daily data from January 1996 through September 2020 we consider conventional emerging stock m...
Main Authors: | , , |
---|---|
Format: | Article |
Language: | English |
Published: |
Elsevier
2022-01-01
|
Series: | Borsa Istanbul Review |
Subjects: | |
Online Access: | http://www.sciencedirect.com/science/article/pii/S2214845021000077 |