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Search name	Searched On	Run search
[in Journal: International Journal of Bifurcation and Chaos] AND [Keyword: Cayley T... (3)	27 Mar 2025	Run
[in Journal: International Journal of Financial Engineering] AND [Keyword: Stock In... (1)	27 Mar 2025	Run
[in Journal: Modern Physics Letters B] AND [Keyword: Flow Stress] (1)	27 Mar 2025	Run
[in Journal: International Journal of Mathematics for Industry] AND [Keyword: Appli... (1)	27 Mar 2025	Run
[in Journal: The American Journal of Chinese Medicine] AND [Keyword: Heat Stress] (1)	27 Mar 2025	Run

articleNo Access
Dynamic relation between global Islamic and conventional sectoral stock and bonds indexes
- Sukriye Tuysuz
International Journal of Financial Engineering28 May 2020
Preview Abstract
This paper examines the relationship between 10 Global sectoral conventional and Islamic assets. For each sector, a conventional, an Islamic stock index and a bond are retained. The analyzed relations are done by taking into account diverse investment horizons by using MODWT and GARCH-DCC-type models. Our results indicate that adding bond indexes into a portfolio composed with conventional stock or Islamic stock is efficient. As for the correlations between conventional and Islamic sectoral indexes, they depend on the sector. Relations between returns of securities are quite similar to the relations between high-frequency part of these series and are very volatile at low frequency.

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