Dynamic Connectedness, Spillovers, and Delayed Contagion between Islamic and Conventional Bond Markets: Time- and Frequency-Domain Approach in COVID-19 Era
Using the Baruník and Křehlík spillover index, the study examines the dynamic connectedness and spillovers between Islamic and conventional (G6) bond markets to reveal the time- and frequency-domain dynamics of the two asset classes under different market conditions. From August 22, 2012, through Se...
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| Main Author: | |
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| Format: | Article |
| Language: | English |
| Published: |
Wiley
2022-01-01
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| Series: | Discrete Dynamics in Nature and Society |
| Online Access: | http://dx.doi.org/10.1155/2022/1606314 |
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