伊斯兰行业股票和债券市场之间的尾部风险溢出效应：一种时频域方法

IF 1.8 3区经济学 Q2 ECONOMICS

Applied Economics Pub Date : 2024-06-28 DOI:10.1080/00036846.2024.2364091

Mabruk Billah, Md Rafayet Alam, Faruk Balli

引用次数: 0

摘要

本研究探讨了伊斯兰行业股票指数与特定国家可投资伊斯兰债券之间在时域和频域上的尾部风险溢出效应，并提供了有益的启示。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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Tail risk spillovers between Islamic sectoral equities and bond markets: a time-frequency domain approach

This study examines the tail risk spillover between Islamic sectoral stock indices and country specific investable Islamic bonds in time and frequency domain and provides useful implications for po...

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来源期刊

Applied Economics ECONOMICS-

CiteScore

3.80

自引率

4.50%

发文量

525

期刊介绍： Applied Economics is a peer-reviewed journal encouraging the application of economic analysis to specific problems in both the public and private sectors. It particularly fosters quantitative studies, the results of which are of use in the practical field, and thus helps to bring economic theory nearer to reality. Contributions which make use of the methods of mathematics, statistics and operations research will be welcomed, provided the conclusions are factual and properly explained.