The Ramadan effect on commodity and stock markets integration
Stephane GOUTTE, Ben Amar Amine, Hasnaoui Amir , Marouane Amine, Mzoughi HélaThis study aims to investigate the dependence structure and volatility spillovers among two strategic commodities (crude oil and gold) and a set of Islamic and conventional regional stock market indices, while examining the Ramadan effect
Publication type:
Scientific Article
Date de parution:
06/2023
Link reference:
Support:
Review of Accounting and Finance