... 11 2024 © Emerald Publishing Limited 2024 Emerald Publishing Limited Licensed re-use rights only Credit default swaps Financial markets Commodities Geopolitical risk Economy G12 G13 G23 G34 The credit default swap (CDS) plays a significant role in determining...

... cryptocurrencies. However, they provided limited evidence on the return and spillover effects of GCC equity markets. So, this study provides a thorough analysis of commodity/cryptocurrency–stock nexus for the GCC region. This allows us to apprehend the dynamic pattern of connectedness across different asset...

...Mongi Arfaoui; Aymen Ben Rejeb Purpose This paper aims to investigate the behavior of volatility of Islamic equity indices toward fundamental risk factors. It focuses on the degree and structure of sensitivity to commodity price changes, global risk perception and term premium and whether crises...

... for those from opposing groups, suggesting that there may be some scope for cross-border diversification in Islamic equities. Khan et al. (2015) investigate the correlation dynamics between the Dow Jones Islamic equity index and various commodity indices. The authors find evidence of instability...