Geopolitical Risks and Movements in Islamic Bond and Equity Markets: A Note
This study applies a non-parametric causality-in-quantiles test to examine the causal effect of geopolitical risks on return and volatility dynamics of Islamic equity and bond markets. Geopolitical risks are generally found to impact Islamic equity market volatility measures, rather than returns. Ho...
| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Routledge
2019
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| Subjects: | |
| Online Access: | View Fulltext in Publisher |