{"title":"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","authors":"Mabruk Billah, Md Rafayet Alam, Faruk Balli","doi":"10.1080/00036846.2024.2364091","DOIUrl":null,"url":null,"abstract":"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...","PeriodicalId":7963,"journal":{"name":"Applied Economics","volume":"149 1","pages":""},"PeriodicalIF":1.8000,"publicationDate":"2024-06-28","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Tail risk spillovers between Islamic sectoral equities and bond markets: a time-frequency domain approach\",\"authors\":\"Mabruk Billah, Md Rafayet Alam, Faruk Balli\",\"doi\":\"10.1080/00036846.2024.2364091\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"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...\",\"PeriodicalId\":7963,\"journal\":{\"name\":\"Applied Economics\",\"volume\":\"149 1\",\"pages\":\"\"},\"PeriodicalIF\":1.8000,\"publicationDate\":\"2024-06-28\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Applied Economics\",\"FirstCategoryId\":\"96\",\"ListUrlMain\":\"https://doi.org/10.1080/00036846.2024.2364091\",\"RegionNum\":3,\"RegionCategory\":\"经济学\",\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q2\",\"JCRName\":\"ECONOMICS\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Applied Economics","FirstCategoryId":"96","ListUrlMain":"https://doi.org/10.1080/00036846.2024.2364091","RegionNum":3,"RegionCategory":"经济学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q2","JCRName":"ECONOMICS","Score":null,"Total":0}
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...
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.
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