Browsing by Author "Balli, Faruk"
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Analysis of the frequency dynamics of spillovers and connectedness among Islamic and conventional banks and their determinants: evidence from Gulf Cooperative Council (GCC) markets
Tabash, Mosab I.; Billah, Mabruk; Kumar, Sanjeev; Alam, Md. Kausar; Balli, Faruk (Routledge, 2022)The study investigates the return spillovers across 20 Islamic and 34 conventional banks among GCC markets (UAE, Saudi Arabia, Bahrain, Qatar, Kuwait) over the period 2005–2022 based on Dieobold and Yilmaz (2014) and Barunik ...