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