Browsing by Author "Sheikh, Safika Praveen"
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Do implied volatilities of stock and commodity markets affect conventional & shariah indices differently? An evidence by OVX, GVZ and VIX
Sheikh, Safika Praveen; Jamil, Syed Ahsan; Aysan, Ahmet Faruk; Atif, Mohd; Rabbani, Mustafa Raza; Kayani, Umar Nawaz (Elsevier Ltd, 2023-11)The current study aims to investigate how index returns of conventional and shariah indices of the USA, Europe, and Asia are affected by changes in oil prices, gold prices, VIX, gold-VIX, and oil-VIX. In our investigation, ...