Volatility between Conventional and Islamic Stock Market

Purpose: This study investigates the degree and extent of volatility interdependence between the Islamic and conventional stock markets represented by using the Dow Jones indices for the period spanning from Dec 1, 2008, to Dec 31, 2016. Over the last two decades, the stock market has developed...

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Bibliographic Details
Main Authors: Raja Muhammad Ahsan Ilyas, Sehrish Kayani, Akhlaq Fazil
Format: Article
Language:English
Published: CSRC Publishing 2022-06-01
Series:Journal of Accounting and Finance in Emerging Economies
Subjects:
Online Access:https://publishing.globalcsrc.org/ojs/index.php/jafee/article/view/2359