Does Shariah compliance make interest rate sensitivity of Islamic equities lower? An industry level analysis under different market states

6533b7d1fe1ef96bd125d525

RESEARCH PRODUCT

Does Shariah compliance make interest rate sensitivity of Islamic equities lower? An industry level analysis under different market states

Syed Jawad Hussain Shahzad Román Ferrer Francisco Jareño Zaghum Umar

subject

Economics and Econometrics 050208 finance media_common.quotation_subject 05 social sciences Equity (finance)Islam Monetary economics Market states Stock market index Quantile regression Interest rate Interest rate risk 0502 economics and business Economics 050207 economics media_common

description

This paper examines the sensitivity of the Dow Jones Islamic market index and its corresponding industry equity indices to changes in the level, slope and curvature of the U.S. term structure of in...

year	journal	country	edition	language
2018-04-04	Applied Economics

https://doi.org/10.1080/00036846.2018.1458191

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