... Hidden Markov model Conditional value-at-risk Regime-Switching Islamic finance GCC MENA C58 G11 G15 Z12 The intersection of Islamic finance and environmental, social and governance (ESG) investing has produced a structurally distinct asset class that combines religious screening...

... (DCC-GARCH) C32 C58 G11 G15 Q56 Over the last few years, there have been multiple occurrences of financial market instability. Russia/Ukraine Conflict; Banking Sector Disruptions; Middle East geopolitical tension; and growing uncertainty on global trade have caused heavy fluctuations...

... Emin Ahmet Kaplan eminahmet@gmail.com Islamic Finance Forecasting Risk management in Islamic finance GARCH and ARMA-GARCH models Bayesian classifier C11 C58 G11 G15 G32 Despite this growing empirical evidence, the existing literature is constrained by a critical...

... COVID-19 Russia–Ukraine conflict C58 C60 G11 G12 G13 G14 In recent times, global challenges like the COVID-19 pandemic, Russia’s invasion of Ukraine, fluctuating oil prices and the Palestine–Israel conflicts have increased uncertainty in the financial market. Recent studies suggest...

... analysis C58 E52 D53 F31 F36 Islamic asset-based debt securities have become increasingly prevalent in literature and practitioners over the past 13 years (Furqani and Mulyany, 2009). Two primary applications of Islamic securities are producing government finance through sovereign issues...

... Emerald Publishing Limited Licensed re-use rights only Islamic finance Wavelet correlation Brexit MGARCH-DCC C58 G15 G11 Z12 C22 There have been numerous research studies conducted subsequent to these studies, which empirically test the covariance of asset returns amongst...

... Emerald Publishing Limited 2020 Emerald Publishing Limited Licensed re-use rights only Sharīʿah index Conventional index Risk adjusted performance Cointegration VEC model Causality Bangladesh Johansen cointegration test Granger causality test C32 C58 G10 G11 Until 1983...