Outputs (2)

Are Islamic and Conventional Capital Markets Decoupled? Evidence from Stock and Bonds/Sukuk Markets in Malaysia (2018)
Journal Article
Ahmed, H., & Elsayed, A. (2019). Are Islamic and Conventional Capital Markets Decoupled? Evidence from Stock and Bonds/Sukuk Markets in Malaysia. The Quarterly Review of Economics and Finance, 74, 56-66. https://doi.org/10.1016/j.qref.2018.04.005

This study examines the decoupling hypothesis between Islamic and conventional capital markets by analysing the dynamic interdependencies among conventional stock, Islamic stock, bonds and sukuk markets in Malaysia over the period January 3, 2007 to... Read More about Are Islamic and Conventional Capital Markets Decoupled? Evidence from Stock and Bonds/Sukuk Markets in Malaysia.

On the Transmission of Spillover Risks between the Housing Market, the Mortgage and Equity REITs markets, and the Stock Market (2018)
Journal Article
Damianov, D., & Elsayed, A. (2018). On the Transmission of Spillover Risks between the Housing Market, the Mortgage and Equity REITs markets, and the Stock Market. Finance Research Letters, 27, 193-200. https://doi.org/10.1016/j.frl.2018.03.001

Using monthly returns for the January 1975–December 2016 time period in U.S. markets, we report large variations in total, net and pairwise return spillovers across the housing market, the mortgage and equity real estate investment trusts (REITs) mar... Read More about On the Transmission of Spillover Risks between the Housing Market, the Mortgage and Equity REITs markets, and the Stock Market.