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Is the Islamic Finance Model More Resilient than the Conventional Finance Model? Evidence from sudden changes in the volatility of Dow Jones indexes

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  • Amélie Charles

    (Audencia Recherche - Audencia Business School)

Abstract

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Suggested Citation

  • Amélie Charles, 2011. "Is the Islamic Finance Model More Resilient than the Conventional Finance Model? Evidence from sudden changes in the volatility of Dow Jones indexes," Post-Print hal-00763010, HAL.
    • Handle: RePEc:hal:journl:hal-00763010
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    Cited by:

    1. Yildirim, Ramazan & Masih, Mansur, 2018. "Investigating International Portfolio Diversification Opportunities for the Asian Islamic Stock Market Investors," MPRA Paper 90281, University Library of Munich, Germany.
    2. Abu-Alkheil, Ahmad & Khan, Walayet A. & Parikh, Bhavik & Mohanty, Sunil K., 2017. "Dynamic co-integration and portfolio diversification of Islamic and conventional indices: Global evidence," The Quarterly Review of Economics and Finance, Elsevier, vol. 66(C), pages 212-224.
    3. Rizvi, Syed Aun R. & Arshad, Shaista, 2018. "Understanding time-varying systematic risks in Islamic and conventional sectoral indices," Economic Modelling, Elsevier, vol. 70(C), pages 561-570.
    4. Yildirim, Ramazan & Masih, A. Mansur M., 2014. "The Effect of Recent Financial Crisis over Global Portfolio Diversification Opportunities – Empirical Evidence A Comparative Multivariate GARCH-DCC, MODWT and Wavelet Correlation Analysis," MPRA Paper 58269, University Library of Munich, Germany.
    5. Yildirim, Ramazan & Masih, Mansur, 2013. "Relationship between regional Shariah stock markets: The cointegration and causality," MPRA Paper 76281, University Library of Munich, Germany.
    6. Fakhfekh, Mohamed & Hachicha, Nejib & Jawadi, Fredj & Selmi, Nadhem & Idi Cheffou, Abdoulkarim, 2016. "Measuring volatility persistence for conventional and Islamic banks: An FI-EGARCH approach," Emerging Markets Review, Elsevier, vol. 27(C), pages 84-99.
    7. Ali, Sajid & Shahzad, Syed Jawad Hussain & Raza, Naveed & Al-Yahyaee, Khamis Hamed, 2018. "Stock market efficiency: A comparative analysis of Islamic and conventional stock markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 503(C), pages 139-153.

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