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Co-movement and causality dynamics linkages between conventional and Islamic stock indexes in Bangladesh: A wavelet analysis
(Cogent OA, 2022)
The study examines the co-movement and dynamic causality between conventional and Islamic stock indexes in Bangladesh from 20 January 2014 to 31 August 2019. This study employs multi-scales and wavelet-based techniques in ...
The Impacts of the Russia–Ukraine Invasion on Global Markets and Commodities: A Dynamic Connectedness among G7 and BRIC Markets
(MDPI, 2022)
The conflict between Russia and Ukraine has been causing knock-on effects worldwide. The supply and price of major commodity markets (oil, gas, platinum, gold, and silver) have been greatly impacted. Due to the ongoing ...
Analysis of the frequency dynamics of spillovers and connectedness among Islamic and conventional banks and their determinants: evidence from Gulf Cooperative Council (GCC) markets
(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 ...