[HTML][HTML] The impact of macroeconomic and conventional stock market variables on Islamic index returns under regime switching

S Bahloul, M Mroua, N Naifar - Borsa Istanbul Review, 2017 - Elsevier
The objective of this paper is to study the impact of conventional stock market return and
volatility and various macroeconomic variables (including inflation rate, short-term interest …

[PDF][PDF] The spillover effect of international monetary policy on China's financial market

C Yang, L Chen, B Mo - Quantitative Finance and Economics, 2023 - researchgate.net
This study analyzes the impact of global financial integration and monetary policies from the
United States, European Union and Japan on China's financial markets post-pandemic …

[HTML][HTML] Forecasting the risk factor of frontier markets: A novel stacking ensemble of neural network approach

MS Akter, H Shahriar, R Chowdhury, MRC Mahdy - Future Internet, 2022 - mdpi.com
Forecasting the risk factor of the financial frontier markets has always been a very
challenging task. Unlike an emerging market, a frontier market has a missing parameter …

Do Shariah indices converge? Evidence from Gulf cooperation Council countries

M Irfan - International Journal of Business Excellence, 2021 - inderscienceonline.com
S&P Dow Jones Indices are celebrating the 10th anniversary in Dubai with the expansion of
single and multi factor index series in Gulf Cooperation Council (GCC) region. This current …

Connectedness between (un) conventional monetary policy and islamic and advanced equity markets: A returns and volatility spillover analysis

SY Choi, A Phiri, T Teplova, Z Umar - International Review of Economics & …, 2024 - Elsevier
Using the spillover index, we investigated the relationship between Islamic equity markets
and unconventional monetary policy (UMP) in five advanced economies. We documented …

Dynamic linkages between macroeconomic factors and Islamic stock indices in a non-Islamic country India

KK Kumar, B Sahu - The Journal of Develo** Areas, 2017 - muse.jhu.edu
The interaction between macroeconomic variables and share returns has been a debatable
topic since decades. Much of the earlier studies have talked about significant relationships …

[PDF][PDF] Impact of macroeconomic variables on Islamic stock market returns: Evidence from Nifty 50 Shariah Index

M Habib, KU Islam - Journal of Commerce and Accounting Research, 2017 - academia.edu
The present paper tries to establish the impact of various macroeconomic variables on the
performance of the Islamic stock market for India. Compatible with the Efficient Market …

The impact of macroeconomic on Islamic stock prices: Evidence from Indonesia

I Mawardi, T Widiastuti… - KnE Social Sciences, 2019 - knepublishing.com
This paper aims to examine the influence of macroeconomic variables namely inflation rate,
industrial production index, and the interest rate on Indonesia Islamic stock that be …

[PDF][PDF] Macroeconomic Variables, International Islamic Indices, and The Return Volatility in Jakarta Islamic Index

YC Pratama, A Azzis - Al-Iqtishad Journal of Islamic Economics, 2018 - core.ac.uk
According to understand the behavior of Islamic equity markets the primary objective of this
research is to analyze the effect of macroeconomic indicators and International Islamic Index …

The effect of macro variables on the Jakarta Islamic Index

T Yahya - Asian Journal of Islamic Management (AJIM), 2020 - journal.uii.ac.id
Purpose: In this study, efforts have been made to explore the relationship between
macroeconomic variables and the Jakarta Islamic Index during the period 2015.1-2019.8 …