HETEROSCEDASTICITY AND FINANCIAL CONTAGION: EVIDENCE FROM SOME ISLAMIC STOCK INDEXES

This paper aims to investigate the main econometrical properties that characterize a new class of stock market indexes. We have studied the stability of Islamic finance by analyzing the main stylized facts widely known in conventional financial markets which are: heteroscedasticity and financial con...

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Veröffentlicht in:	Academy of Accounting and Financial Studies journal 2021-02, Vol.25 (1), p.1-14
Hauptverfasser:	Chiadmi, Mohammed Salah, Abbahaddou, Kaoutar
Format:	Artikel
Sprache:	eng
Schlagworte:	Banking industry Banks Economic activity Economic crisis International finance Islamic financing Rates of return Securities markets Stochastic models Stock exchanges Stock market indexes Time series Volatility
Online-Zugang:	Volltext
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