원문정보
피인용수 : 0건 (자료제공 : 네이버학술정보)
목차
Abstract
I. Introduction
II. Literature Review
2.1 Sharia-compliant capital markets
2.2 Volatility spillover effect
III. Methodology
1. Price discovery
2. Volatility spillover effects
IV. Data and descriptive statistics
V. Empirical results
1. Cointegration and causality tests
2. Volatility spillover between the Sharia equity and Sukuk (bond) markets
VI. Conclusions
References
I. Introduction
II. Literature Review
2.1 Sharia-compliant capital markets
2.2 Volatility spillover effect
III. Methodology
1. Price discovery
2. Volatility spillover effects
IV. Data and descriptive statistics
V. Empirical results
1. Cointegration and causality tests
2. Volatility spillover between the Sharia equity and Sukuk (bond) markets
VI. Conclusions
References
저자정보
참고문헌
자료제공 : 네이버학술정보