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Time varying connectedness and volatility spillover among Shariah compliant indices
Shariah-compliant investing is a subset of the conventional financial market; it follows certain faith-based principles and is also seen as a subset of ESG investing. This study seeks to identify the net transmitters and receivers of volatility within the Shariah compliant equity markets of the US,...
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| Format: | Thesis |
| Language: | English English |
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Department of Finance and Tax
2025
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