Portfolio Diversification Benefits during the COVID-19 Crisis in USA: Islamic/Conventional Stock Markets
| المصدر: | المجلة العلمية للدراسات التجارية والبيئية |
|---|---|
| الناشر: | جامعة قناة السويس - كلية التجارة بالاسماعيلية |
| المؤلف الرئيسي: | Farid, Heba (Author) |
| المجلد/العدد: | مج13, ع3 |
| محكمة: | نعم |
| الدولة: |
مصر |
| التاريخ الميلادي: |
2022
|
| الشهر: | يوليو |
| الصفحات: | 1139 - 1163 |
| DOI: |
10.21608/jces.2022.267656 |
| ISSN: |
2090-3782 |
| رقم MD: | 1336258 |
| نوع المحتوى: | بحوث ومقالات |
| اللغة: | الإنجليزية |
| قواعد المعلومات: | EcoLink |
| مواضيع: | |
| كلمات المؤلف المفتاحية: |
COVID-19 | Diversification Benefits | Trading Partners | M-GARCH
|
| رابط المحتوى: |
| LEADER | 01868nam a22002297a 4500 | ||
|---|---|---|---|
| 001 | 2093198 | ||
| 024 | |3 10.21608/jces.2022.267656 | ||
| 041 | |a eng | ||
| 044 | |b مصر | ||
| 100 | |a Farid, Heba |e Author |9 708782 | ||
| 245 | |a Portfolio Diversification Benefits during the COVID-19 Crisis in USA: |b Islamic/Conventional Stock Markets | ||
| 260 | |b جامعة قناة السويس - كلية التجارة بالاسماعيلية |c 2022 |g يوليو | ||
| 300 | |a 1139 - 1163 | ||
| 336 | |a بحوث ومقالات |b Article | ||
| 520 | |b This paper investigates the portfolio diversification benefits for Islamic and conventional investors in the United States with its major trading partners (United Kingdom, Canada, China, Japan, Malaysia, and Turkey) before and during the COVID-19 crisis period. Using daily data from 2007 to 2020, we employ four relevant time-varying and timescale dependent techniques: the dynamic conditional correlation (DCCGARCH) model, The findings suggest that conventional and Islamic U.S. investors who invest with major trading partners may reap large diversification benefits for short investment horizons. | ||
| 653 | |a العولمة الاقتصادية |a التحرير المالي |a جائحة كورونا "كوفيد-19" |a أمريكا | ||
| 692 | |b COVID-19 |b Diversification Benefits |b Trading Partners |b M-GARCH | ||
| 773 | |4 إدارة الأعمال |4 دراسات بيئية |6 Business |6 Environmental Studies |c 075 |e Journal of Commercial & Environmental Studies (JCES) |f Al-Mağallah Al-ʿilmiyyaẗ Lil Dirāsāt Al-Tuğāriyyaẗ wa Al-Buḥūṯ Al-Bī’iyyaẗ |l 003 |m مج13, ع3 |o 0335 |s المجلة العلمية للدراسات التجارية والبيئية |v 013 |x 2090-3782 | ||
| 856 | |u 0335-013-003-075.pdf |n https://jces.journals.ekb.eg/article_267656.html | ||
| 930 | |d y |p y |q n | ||
| 995 | |a EcoLink | ||
| 999 | |c 1336258 |d 1336258 | ||
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