Is there a systemic risk between Sharia, Sukuk, and GCC stock markets? A ΔCoVaR risk metric-based copula approach

Khamis Hamed Al-Yahyaee, Syed Jawad Hussain Shahzad, Seong-Min Yoon

Research output: Contribution to journal › Article › peer-review

Original language	English
Journal	International Journal of Finance and Economics
Publication status	Published - 2021

Cite this

@article{0b27412e66e0483b805737ff22b20fb9,

title = "Is there a systemic risk between Sharia, Sukuk, and GCC stock markets? A ΔCoVaR risk metric-based copula approach",

author = "{Khamis Hamed Al-Yahyaee} and {Syed Jawad Hussain Shahzad} and Walid Mensi and {Seong-Min Yoon}",

year = "2021",

language = "English",

journal = "International Journal of Finance and Economics",

issn = "1076-9307",

publisher = "John Wiley and Sons Ltd",

}

TY - JOUR

T1 - Is there a systemic risk between Sharia, Sukuk, and GCC stock markets? A ΔCoVaR risk metric-based copula approach

AU - Khamis Hamed Al-Yahyaee

AU - Syed Jawad Hussain Shahzad

AU - Mensi, Walid

AU - Seong-Min Yoon

PY - 2021

Y1 - 2021

M3 - Article

SN - 1076-9307

JO - International Journal of Finance and Economics

JF - International Journal of Finance and Economics

ER -