Volatility Spillover among Equity Indices and Crude Oil Prices: Evidence from Islamic Markets امتداد التقلب بين مؤشرات الأسهم وأسعار النفط الخام: شواهد من الأسواق الإسلامية
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DOI: 10.4197/Islec.31-1.2
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More about this item
Keywords
Volatility spillover; GCC; Oil price; Islamic finance. امتداد التقلبات، مجلس التعاون لدول الخليج، سعر النفط، التمويل الإسلامي.;All these keywords.
JEL classification:
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
- G32 - Financial Economics - - Corporate Finance and Governance - - - Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure; Value of Firms; Goodwill
- E3 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles
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