Are There Causal Relationships between Islamic versus Conventional Equity Indices? International Evidence
This paper investigates Islamic Versus Conventional market indexes’ performance. It analyzes also their short and long term relationship by testing cointegration, causality and impulse response functions. The sample period is from 2003 to 2011 and splited into 3 sub-periods: pre, during and post sub...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Sciendo
2017-04-01
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| Series: | Studies in Business and Economics |
| Subjects: | |
| Online Access: | https://doi.org/10.1515/sbe-2017-0004 |