Islamic stock markets and potential diversification benefits

The aim of this paper is to investigate whether the dynamic integration across a large set of developed and emerging Islamic stock markets allows potential diversification benefits in tranquil and turmoil periods. Using the multivariate cointegration test, we find the presence of long-run equilibriu...

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Bibliographic Details
Main Authors: Mouna Boujelbène Abbes, Yousra Trichilli
Format: Article
Published: Elsevier 2015-06-01
Series:Borsa Istanbul Review
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