Financial integration between sukuk and bond indices of emerging markets: Insights from wavelet coherence and multivariate-GARCH analysis

References

Page 1

	Year	Citations
On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks Lawrence R. Glosten, Ravi Jagannathan, David E. Runkle The Journal of Finance Empirical FinanceVolatility ModelingMonthly Conditional VolatilityEngineeringConditional Volatility	1993	8.6K
Dynamic Conditional Correlation Robert F. Engle Journal of Business and Economic Statistics Econometric ModelEconomicsVolatility ModelingEngineeringAsset Pricing	2002	6.9K
Modelling the Coherence in Short-Run Nominal Exchange Rates: A Multivariate Generalized Arch Model Tim Bollerslev The Review of Economics and Statistics Volatility ModelingMacroeconomic ForecastingExchange RateEconomic FluctuationMonetary Policy	1990	3.5K
Asymmetric Dynamics in the Correlations of Global Equity and Bond Returns Lorenzo Cappiello, Robert F. Engle, Keith Sheppard Journal of Financial Econometrics Empirical FinanceVolatility ModelingConditional VolatilityEconomic FluctuationGlobal Equity	2006	1.7K
A Multivariate Generalized Autoregressive Conditional Heteroscedasticity Model With Time-Varying Correlations Yiu‐Kuen Tse, Albert K. Tsui Journal of Business and Economic Statistics Volatility ModelingEngineeringNew MultivariateBayesian EconometricsTime Series Econometrics	2002	1.2K
International Market Correlation and Volatility Bruno Solnik, Cyril Boucrelle, Yann Le Fur Financial Analysts Journal Volatility ModelingInternational InvestmentInternational FinanceManagementGlobal Financial Markets	1996	483
Co-movement of energy commodities revisited: Evidence from wavelet coherence analysis Lukáš Vácha, Jozef Baruník Energy Economics Energy ConsumptionEconomicsEngineeringEnergy ExchangeEnergy Trade	2011	465
Sukuk vs. conventional bonds: A stock market perspective Christophe J. Godlewski, Rima Turk-Ariss, Laurent Weill Journal of Comparative Economics Empirical FinanceEconomicsFinancial EconomicsAsset PricingBusiness	2013	227
Decoupling Les Gulko The Journal of Portfolio Management Empirical FinanceEconomicsFinancial EconomicsAsset PricingFinancial Crises	2002	159
International stock market indices comovements: a new look Mara Madaleno, Carlos Pinho International Journal of Finance & Economics Time Series EconometricsInternational FinanceAsset PricingFinancial Crisis EpisodesFinancial Time Series Analysis	2011	156

Page 1