The dependence and dynamic correlation between Islamic and conventional insurances and stock market: A multivariate short memory approach
This study examines the dependence and the dynamic conditional correlation among Islamic and Conventional Insurances and Stock market with Qatar and Abu Dhabi. The main objective of this article is to study how the dynamics of correlations between the major return series evolved from January, 2006 t...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
General Association of Economists from Romania
2020-09-01
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| Series: | Theoretical and Applied Economics |
| Subjects: | |
| Online Access: |
http://store.ectap.ro/articole/1484.pdf
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