隐含波动率(或恐惧指数)对伊斯兰股票收益和传统股票收益的影响是否不同?基于小波的格兰杰因果、非对称分位数回归和NARDL方法
Does implied volatility (or fear index) affect Islamic stock returns and conventional stock returns differently? Wavelet-based granger-causality, asymmetric quantile regression and NARDL approaches
Journal of International Financial Markets, Institutions and Money · 2022
被引 41
ABS 3
- Muhammad Mahmudul Karim 通讯
- Najmul Haque Kawsar
- Mohamed Ariff
- Mansur Masih 通讯
金融经济学股票市场波动率伊斯兰金融计量经济学