Title:

Spillover and Risk Transmission between the Term Structure of the US Interest Rates and Islamic Equities

Authors:

Zaghum Umar (U of Economics Ho Chi Minh City, Zayed U)
Imran Yousaf (Namal U)
Mariya Gubareva (Inst Politécnico Lisboa)
Xuan Vinh Vo (U of Economics Ho Chi Minh City)

Journal:

Pacific Basin Finance Journal

Year:

2022

Volume:

72

JEL codes:

G1 - General Financial Markets
E44 - Financial Markets and the Macroeconomy
G11 - Portfolio Choice; Investment Decisions

DOI:

10.1016/j.pacfin.2022.101712