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• W2413069637 abstract "In this paper we study the dynamic relationship between Islamic and conventional stock markets. We use six Dow Jones Islamic indices and their conventional counterparts. We adopt both univariate and multivariate GARCH type models for the period 2000–2014. The findings show that the DCC-FIAPARCH is the best to model conditional heteroskedsticity among three multivariate GARCH specifications." @default.
• W2413069637 created "2016-06-24" @default.
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• W2413069637 date "2017-01-01" @default.
• W2413069637 modified "2023-10-16" @default.
• W2413069637 title "Volatility spillover and hedging strategies between Islamic and conventional stocks in the presence of asymmetry and long memory" @default.
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• W2413069637 doi "https://doi.org/10.1016/j.ribaf.2016.04.006" @default.
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