Analysis of the interaction of Participation 30 Index with Dow Jones Islamic Markets Index and CBOE Volatility Index

This study aims to examine the dynamic relationship between Islamic markets and global financial risk factors using the Dow Jones Islamic Markets World Index (DJIM), Participation 30 Index (KATLM 30), and the CBOE Volatility Index (VIX). The analysis applies the DCC-GARCH model to the daily return s...

Full description

Bibliographic Details
Published in:Afyon Kocatepe Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi
Main Authors: Halilibrahim Gökgöz, Cantürk Kayahan
Format: Article
Language:English
Published: Afyon Kocatepe University 2023-12-01
Subjects:
djimi
vix
islamic index
volatility
dcc-garch
Online Access:https://dergipark.org.tr/tr/download/article-file/2980376

Internet

https://dergipark.org.tr/tr/download/article-file/2980376

Similar Items