The Nexus of Conventional, Religious and Ethical Indexes During Crisis
(2024)
Journal Article
Abdelsalam, O., Felix Ahelegbey, D., & Essanaani, Y. (in press). The Nexus of Conventional, Religious and Ethical Indexes During Crisis. Journal of International Financial Markets, Institutions and Money,
This study examines the interconnectedness between conventional and ethical indexes. Using a Bayesian graphical vector autoregressive model, we derive the contemporaneous and temporal interdependencies among these stock index returns before and durin... Read More about The Nexus of Conventional, Religious and Ethical Indexes During Crisis.