Keywords: GVAR
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Journal Articles
International Journal of Islamic and Middle Eastern Finance and Management (2022) 15 (2): 287–309.
Published: 06 August 2021
... linkages. This is made possible by constructing a global vector autoregressive (GVAR) model and with it the authors arrive at noteworthy conclusions. Design/methodology/approach The paper estimates both fixed and time-varying weights GVAR models for 15 Islamic stock markets with 5,000 bootstrap...

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