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Keywords: Time-varying parameter vector autoregressive
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Journal Articles
Dynamic interaction among Islamic sectoral indices: time-varying linkages and asymmetric spillover effects
Available to Purchase
Journal of Islamic Accounting and Business Research 1–23.
Published: 31 October 2025
... uses a Time-Varying Parameter Vector Autoregressive (TVP-VAR) model to analyze weekly data from 2015 to 2024, covering five major Islamic sectoral indices: the World Islamic Energy Sector ( WIES ), the World Islamic Industrials Sector, the World Islamic Information Technology Sector, the Emerging...
