FRINK Linked Data Fragments server

Matches in SemOpenAlex for { <https://semopenalex.org/work/W2399400197> ?p ?o ?g. }

• W2399400197 endingPage "165" @default.
• W2399400197 startingPage "148" @default.
• W2399400197 abstract "We investigate the dependence structure between major local sukuk (Islamic bonds) yields in three Muslim countries and various stock market conditions as represented by national, regional and global stock market returns and conditional volatility. We consider the three largest country sukuk markets in the world which are for Malaysia, United Arab Emirates and Saudi Arabia, as well as their stock markets, the global Islamic stock index as the global representative of faith-based investing, the S&P index for Asia as the proxy for the regional stock market and the S&P 500 index as the global stock factor. We use the Archimedean copula models: Gumbel, Clayton, Frank and AMH which have different tail dependence structures. The results show that the three largest country sukuk indices exhibit significant dependence but only with the volatility of the considered stock markets. Moreover, the dependence structure between the local sukuk yields and the various stock markets’ volatility is asymmetric and oriented toward the upper side for Malaysia and United Arab Emirates, while it has a symmetric dependence for the Saudi Arabian market. We also find that the country sukuk yields are more sensitive to the global conventional stock market rather than to the global Islamic, regional and local stock markets." @default.
• W2399400197 created "2016-06-24" @default.
• W2399400197 creator A5024242049 @default.
• W2399400197 creator A5038883380 @default.
• W2399400197 creator A5057254204 @default.
• W2399400197 date "2016-09-01" @default.
• W2399400197 modified "2023-10-01" @default.
• W2399400197 title "Dependence structure between sukuk (Islamic bonds) and stock market conditions: An empirical analysis with Archimedean copulas" @default.
• W2399400197 cites W1535191598 @default.
• W2399400197 cites W1972955356 @default.
• W2399400197 cites W1984305473 @default.
• W2399400197 cites W1985409483 @default.
• W2399400197 cites W1986468453 @default.
• W2399400197 cites W1993641838 @default.
• W2399400197 cites W1997770066 @default.
• W2399400197 cites W1999814123 @default.
• W2399400197 cites W1999996900 @default.
• W2399400197 cites W2005424182 @default.
• W2399400197 cites W2005747551 @default.
• W2399400197 cites W2013109882 @default.
• W2399400197 cites W2016503085 @default.
• W2399400197 cites W2017268756 @default.
• W2399400197 cites W2018364810 @default.
• W2399400197 cites W2048580686 @default.
• W2399400197 cites W2054957279 @default.
• W2399400197 cites W2061160212 @default.
• W2399400197 cites W2061984794 @default.
• W2399400197 cites W2072388065 @default.
• W2399400197 cites W2094717342 @default.
• W2399400197 cites W2100338199 @default.
• W2399400197 cites W2112153796 @default.
• W2399400197 cites W2127038280 @default.
• W2399400197 cites W221530583 @default.
• W2399400197 cites W2956004740 @default.
• W2399400197 cites W3122175467 @default.
• W2399400197 cites W3123846737 @default.
• W2399400197 cites W3158113069 @default.
• W2399400197 cites W4254389086 @default.
• W2399400197 doi "https://doi.org/10.1016/j.intfin.2016.05.003" @default.
• W2399400197 hasPublicationYear "2016" @default.
• W2399400197 type Work @default.
• W2399400197 sameAs 2399400197 @default.
• W2399400197 citedByCount "42" @default.
• W2399400197 countsByYear W23994001972017 @default.
• W2399400197 countsByYear W23994001972018 @default.
• W2399400197 countsByYear W23994001972019 @default.
• W2399400197 countsByYear W23994001972020 @default.
• W2399400197 countsByYear W23994001972021 @default.
• W2399400197 countsByYear W23994001972022 @default.
• W2399400197 countsByYear W23994001972023 @default.
• W2399400197 crossrefType "journal-article" @default.
• W2399400197 hasAuthorship W2399400197A5024242049 @default.
• W2399400197 hasAuthorship W2399400197A5038883380 @default.
• W2399400197 hasAuthorship W2399400197A5057254204 @default.
• W2399400197 hasConcept C10138342 @default.
• W2399400197 hasConcept C106159729 @default.
• W2399400197 hasConcept C149782125 @default.
• W2399400197 hasConcept C162324750 @default.
• W2399400197 hasConcept C166957645 @default.
• W2399400197 hasConcept C204036174 @default.
• W2399400197 hasConcept C205649164 @default.
• W2399400197 hasConcept C2776985281 @default.
• W2399400197 hasConcept C2779343474 @default.
• W2399400197 hasConcept C2780299701 @default.
• W2399400197 hasConcept C2991718497 @default.
• W2399400197 hasConcept C4445939 @default.
• W2399400197 hasConcept C556758197 @default.
• W2399400197 hasConcept C69738904 @default.
• W2399400197 hasConcept C88389905 @default.
• W2399400197 hasConcept C91602232 @default.
• W2399400197 hasConceptScore W2399400197C10138342 @default.
• W2399400197 hasConceptScore W2399400197C106159729 @default.
• W2399400197 hasConceptScore W2399400197C149782125 @default.
• W2399400197 hasConceptScore W2399400197C162324750 @default.
• W2399400197 hasConceptScore W2399400197C166957645 @default.
• W2399400197 hasConceptScore W2399400197C204036174 @default.
• W2399400197 hasConceptScore W2399400197C205649164 @default.
• W2399400197 hasConceptScore W2399400197C2776985281 @default.
• W2399400197 hasConceptScore W2399400197C2779343474 @default.
• W2399400197 hasConceptScore W2399400197C2780299701 @default.
• W2399400197 hasConceptScore W2399400197C2991718497 @default.
• W2399400197 hasConceptScore W2399400197C4445939 @default.
• W2399400197 hasConceptScore W2399400197C556758197 @default.
• W2399400197 hasConceptScore W2399400197C69738904 @default.
• W2399400197 hasConceptScore W2399400197C88389905 @default.
• W2399400197 hasConceptScore W2399400197C91602232 @default.
• W2399400197 hasLocation W23994001971 @default.
• W2399400197 hasOpenAccess W2399400197 @default.
• W2399400197 hasPrimaryLocation W23994001971 @default.
• W2399400197 hasRelatedWork W1966402432 @default.
• W2399400197 hasRelatedWork W1982922100 @default.
• W2399400197 hasRelatedWork W2529055134 @default.
• W2399400197 hasRelatedWork W2590774009 @default.
• W2399400197 hasRelatedWork W2727745638 @default.
• W2399400197 hasRelatedWork W2980932766 @default.
• W2399400197 hasRelatedWork W2983437053 @default.
• W2399400197 hasRelatedWork W3109367599 @default.
• W2399400197 hasRelatedWork W3125677545 @default.

• next