REVISITING THE DYNAMIC CONNECTEDNESS, SPILLOVER AND HEDGING OPPORTUNITIES AMONG CRYPTOCURRENCY, COMMODITIES, AND ISLAMIC STOCK MARKETS

REVISITING THE DYNAMIC CONNECTEDNESS, SPILLOVER AND HEDGING OPPORTUNITIES AMONG CRYPTOCURRENCY, COMMODITIES, AND ISLAMIC STOCK MARKETS

The study investigates the dynamic interconnections and opportunities for hedging among cryptocurrency, commodity, and Islamic stock markets using DCC-GARCH and Spillover connectedness models. Using daily data covering the Russia-Ukraine war and COVID-19 outbreak from December 1, 2019 to April 15, 2...

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Bibliographic Details
Main Authors: Taicir Mezghani, Mustafa Raza Rabbani, Yousra Trichilli, Boujelbène Abbes
Format: Article
Language:English
Published: Bank Indonesia 2024-02-01
Series:Journal of Islamic Monetary Economics and Finance
Subjects:
bitcoin, covid-19, connectedness, financial market, russia-ukraine war, spillover.
Online Access:https://jimf-bi.org/index.php/JIMF/article/view/1813

Internet

https://jimf-bi.org/index.php/JIMF/article/view/1813

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