Connectedness between (un)conventional monetary policy and islamic and advanced equity markets: A returns and volatility spillover analysis
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DOI: 10.1016/j.iref.2024.01.034
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More about this item
Keywords
Unconventional monetary policy; Shadow short rate (SSR); Connectedness; Spillover; Islamic stock markets; Conventional stock markets;All these keywords.
JEL classification:
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- C50 - Mathematical and Quantitative Methods - - Econometric Modeling - - - General
- E52 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Monetary Policy
- Q10 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Agriculture - - - General
Statistics
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