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Applied Economics Letters Volume 29, 2022 - Issue 15
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Research Article

Quantile connectedness between Sukuk bonds and the impact of COVID-19

Muhammad Abubakr Naeema Rabat Business School, International University of Rabat, Morocco;b UCD College of Business, University College Dublin, Dublin, IrelandORCID Iconhttps://orcid.org/0000-0001-6962-3175View further author information
ORCID Icon,
Mabruk Billaha Rabat Business School, International University of Rabat, MoroccoView further author information
,
Mohamed Mareic Faculty of Commerce, Cairo University, Giza, EgyptView further author information
&
Faruk Ballia Rabat Business School, International University of Rabat, Morocco;d Higher School of Economics and Business, Al-Farabi Kazakh National University, Almaty, KazakhstanCorrespondence[email protected]
View further author information
Pages 1378-1387 | Published online: 04 Jun 2021

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Read on this site (4)

Zaghum Umar, Oluwasegun Babatunde Adekoya, Johnson Ayobami Oliyide & Tamara Teplova. (2024) The spillover of media sentiment on the sukuk bonds during COVID-19 pandemic. Applied Economics 56:3, pages 360-374.
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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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Mabruk Billah, Faruk Balli & Hatice Ozer Balli. (2022) Spillovers on sectoral sukuk returns: evidence from country level analysis. Applied Economics 54:38, pages 4402-4432.
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Muhammad Abubakr Naeem, Saba Qureshi, Mobeen Ur Rehman & Faruk Balli. (2022) COVID-19 and cryptocurrency market: Evidence from quantile connectedness. Applied Economics 54:3, pages 280-306.
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Articles from other publishers (6)

Imran Yousaf, Walid Mensi, Xuan Vinh Vo & Sanghoon Kang. (2023) Spillovers and connectedness between Chinese and ASEAN stock markets during bearish and bullish market statuses. International Journal of Emerging Markets.
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Mahdi Ghaemi Asl, Rabeh Khalfaoui, Hamid Reza Tavakkoli & Sami Ben Jabeur. (2023) Quantile-based spillover connectedness among stochastic volatilities of ESG equities, Islamic and conventional stocks with implications for portfolio management. International Journal of Emerging Markets.
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Dr. Muhammed Hadin ÖNER. (2022) The Effect Of The Covıd-19 Pandemıc On Sukuk (Leasing Certıfıcates) Of Publıc And Partıcıpatıon Banks. Sosyal Bilimler Metinleri.
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Nader Naifar, Aviral Kumar Tiwari & Mohammed Alhashim. (2022) How COVID‐19 pandemic, global risk factors, and oil prices affect Islamic bonds (Sukuk) prices? New insights from time‐frequency analysis. Review of Financial Economics 40:3, pages 312-331.
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Yufeng Chen, Chuwen Wang, Jiafeng Miao & Tanjun Zhou. (2022) Identifying Risk Transmission in Carbon Market With Energy, Commodity and Financial Markets: Evidence From Time-Frequency and Extreme Risk Spillovers. Frontiers in Energy Research 10.
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Peterson Owusu Junior. (2022) Dynamic Connectedness, Spillovers, and Delayed Contagion between Islamic and Conventional Bond Markets: Time- and Frequency-Domain Approach in COVID-19 Era. Discrete Dynamics in Nature and Society 2022, pages 1-18.
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