Time Varying Correlation between Islamic Equity and Commodity Returns: Implications for Portfolio Diversification

Sarkar Kabir; Aftab Khan; Omar  Bashar; Mansur Masih

Time Varying Correlation between Islamic Equity and Commodity Returns: Implications for Portfolio Diversification

Sarkar Kabir, Aftab Khan, Omar Bashar, Mansur Masih

School of Economics, Finance and Accounting

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

Original language	English
Pages (from-to)	115 – 128
Number of pages	14
Journal	The Journal of Developing Areas
Volume	49
Issue number	5
Publication status	Published - 2015

Keywords

Islamic Capital Market
Commodity Market
Financial Crisis
Multivariate GARCH
Dynamic Conditional Correlation

Access to Document

https://muse.jhu.edu/article/584090/pdf

Sarkar Kabir
- School of Economics, Finance and Accounting - Assistant Professor Academic
Person: Teaching and Research

Cite this

@article{9b0b467f1e33428e9dbcc491f074f8c1,

title = "Time Varying Correlation between Islamic Equity and Commodity Returns: Implications for Portfolio Diversification",

keywords = "Islamic Capital Market, Commodity Market, Financial Crisis, Multivariate GARCH, Dynamic Conditional Correlation",

author = "Sarkar Kabir and Aftab Khan and Omar Bashar and Mansur Masih",

year = "2015",

language = "English",

volume = "49",

pages = "115 – 128",

journal = "The Journal of Developing Areas",

issn = "0022-037X",

publisher = "Western Illinois University",

number = "5",

}

TY - JOUR

T1 - Time Varying Correlation between Islamic Equity and Commodity Returns: Implications for Portfolio Diversification

AU - Kabir, Sarkar

AU - Khan, Aftab

AU - Bashar, Omar

AU - Masih, Mansur

PY - 2015

Y1 - 2015

KW - Islamic Capital Market

KW - Commodity Market

KW - Financial Crisis

KW - Multivariate GARCH

KW - Dynamic Conditional Correlation

M3 - Article

SN - 0022-037X

SN - 1548-2278

VL - 49

SP - 115

EP - 128

JO - The Journal of Developing Areas

JF - The Journal of Developing Areas

IS - 5

ER -

Time Varying Correlation between Islamic Equity and Commodity Returns: Implications for Portfolio Diversification

Keywords

Access to Document

Profiles

Sarkar Kabir

Cite this