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Keywords: Quantile-on-quantiles regression
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Journal Articles
Journal of Economic and Administrative Sciences (2023) 39 (4): 1088–1107.
Published: 13 October 2021
... Islamic index, DJ Islamic Asia–Pacific index, DJ Islamic-Europe index and DJ Islamic-US) are taken. Design/methodology/approach The study employs quantile-on-quantile regression approach to see the overall dependence structure of variables based on quarterly data ranging from 1996Q1 to 2020Q4...
