... is applied to test the bivariate relationship between Islamic fund indices and stock market ones by highlighting the impact of the COVID-19 pandemic. Second, the methodology of Treynor and Mazuy (1966) is deployed to account for the market timing abilities skills of Islamic fund managers during the pandemic...

... of this paper is to investigate the dynamic relationship between the cryptocurrencies, namely Bitcoin and Ethereum, and stock market indices of G7 and E7 countries to analyze the return and volatility spillover patterns among these markets by means of multivariate (MGARCH) approach. Design/methodology...

...Ali Amin; Muhammad Arshad; Naheed Sultana; Rabeeya Raoof Purpose The rapid spread of COVID-19 has dramatic effects on financial market across the globe. This study analyzes the relationship between the COVID-19 cases, age and stock market indexes in Central America, North America, and South...

... enterprises and manufacturing company In Indonesian, Chinese and Indian stock markets, and object studies conducted in Indonesia, China and India. Luh Gede Sri Artini can be contacted at: luhde.unud.jp@gmail.com 16 04 2019 26 12 2019 01 03 2020 29 05 2020 30 06 2020 ©...