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Applied Economics Letters Volume 27, 2020 - Issue 6
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Research Article

Wavelet analysis of the conventional and Islamic stock market relationship ten years after the global financial crisis

Fredj Jawadia University of Lille, Lille, FranceCorrespondence[email protected]
,
Nabila Jawadib IPAG LAB, IPAG Business School, Paris, France
&
Abdoulkarim Idi Cheffouc EDC Paris Business School, Paris, France
Pages 466-472 | Published online: 25 Jun 2019

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Read on this site (6)

Mariya Gubareva, Zaghum Umar, Tamara Teplova & Dang K. Tran. (2023) Decoupling Between the Energy and Semiconductor Sectors During the Pandemic: New Evidence from Wavelet Analysis. Emerging Markets Finance and Trade 59:6, pages 1707-1719.
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Zaghum Umar, Mariya Gubareva & Tatiana Sokolova. (2023) Assessing the impact of media sentiment on the returns of sukuks during the Covid-19 crisis. Applied Economics 55:12, pages 1371-1387.
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Mohammad Sahabuddin, Md. Farjin Hassan, Mosab I. Tabash, Mohammad Ahmad Al-Omari, Md. Kausar Alam & Fakir Tajul Islam. (2022) Co-movement and causality dynamics linkages between conventional and Islamic stock indexes in Bangladesh: A wavelet analysis. Cogent Business & Management 9:1.
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Fredj Jawadi, Nabila Jawadi & Abdoulkarim Idi Cheffou. (2022) The COVID-19 pandemic and ethical stock markets: further evidence of moral shock. Applied Economics 54:42, pages 4874-4885.
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Zaghum Umar & Mariya Gubareva. (2021) The relationship between the Covid-19 media coverage and the Environmental, Social and Governance leaders equity volatility: a time-frequency wavelet analysis. Applied Economics 53:27, pages 3193-3206.
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Fredj Jawadi, Nabila Jawadi & Pinar Sener. (2020) The convergence of ethical investment business models and their reliance on the conventional US investment market. Applied Economics 52:57, pages 6265-6276.
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Articles from other publishers (11)

Ahmed Ihsan Simsek. 2023. Fintech Applications in Islamic Finance. Fintech Applications in Islamic Finance 272 285 .
Muhammad Alamgir & Ming-Chang Cheng. (2023) Co-Movement and Performance Comparison of Conventional and Islamic Stock Indices during the Pre- and Post-COVID-19 Pandemic Era. Risks 11:8, pages 146.
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Amal Essayem, Sakir Gormus & Murat Guven. (2023) The GCC's regional roller coaster: Do regional factors affect stock market dynamics in the GCC Region? Evidence from non-parametric quantile regression. Borsa Istanbul Review 23:2, pages 473-494.
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Mariya Gubareva & Zaghum Umar. (2020) Emerging market debt and the COVID‐19 pandemic: A time–frequency analysis of spreads and total returns dynamics. International Journal of Finance & Economics 28:1, pages 112-126.
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Zhiyang Shen, Jingyun Li, Michael Vardanyan & Bo Wang. (2022) Nonparametric shadow pricing of non-performing loans: a study of the Chinese banking sector. Annals of Operations Research.
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Fatma Houidi & Siwar Ellouze. (2022) Asymmetric dependence structures and decoupling hypothesis: Islamic versus conventional equity indices with copula approach. International Journal of Islamic and Middle Eastern Finance and Management 15:6, pages 1088-1108.
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Zaghum Umar, Mariya Gubareva, Tamara Teplova & Wafa Alwahedi. (2022) Oil price shocks and the term structure of the US yield curve: a time–frequency analysis of spillovers and risk transmission. Annals of Operations Research.
Crossref
Slah Bahloul, Mourad Mroua, Nader Naifar & nader naifar. (2021) Are Islamic indexes, Bitcoin and gold, still “safe-haven” assets during the COVID-19 pandemic crisis?. International Journal of Islamic and Middle Eastern Finance and Management 15:2, pages 372-385.
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Mehmet Fatih Bugan, Emrah Ismail Cevik & Sel Dibooglu. (2022) Emerging market portfolios and Islamic financial markets: Diversification benefits and safe havens. Borsa Istanbul Review 22:1, pages 77-91.
Crossref
Zaghum Umar, Mariya Gubareva & Tamara Teplova. (2021) The impact of Covid-19 on commodity markets volatility: Analyzing time-frequency relations between commodity prices and coronavirus panic levels. Resources Policy 73, pages 102164.
Crossref
Zaghum Umar & Mariya Gubareva. (2021) Faith-based investments and the Covid-19 pandemic: Analyzing equity volatility and media coverage time-frequency relations. Pacific-Basin Finance Journal 67, pages 101571.
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