Are Islamic bonds a good safe haven for stocks? Implications for portfolio management in a time-varying regime-switching copula framework

Journal article

Peer reviewed

Syed Jawad Hussain Shahzad, Chaker Aloui, Rania Jammazi and Muhammad Shahbaz

Applied economics, Vol.51(3), pp.219-238

14/01/2019

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Title: Are Islamic bonds a good safe haven for stocks? Implications for portfolio management in a time-varying regime-switching copula framework
Creators - without role: Syed Jawad Hussain Shahzad - Montpellier Business School
Chaker Aloui - University of Business and Technology
Rania Jammazi - National Engineering School of Tunis
Muhammad Shahbaz - Montpellier Business School
Publication Details: Applied economics, Vol.51(3), pp.219-238
Identifiers: 9927273208331
Academic Unit: Prince Sultan University
Language: English
Resource Type: Journal article