Islamic Stocks, Conventional Stock Market, or Cryptocurrencies?: Looking for a Safe Haven during Covid-19
| المصدر: | المجلة الدولية للأداء الاقتصادي |
|---|---|
| الناشر: | جامعة أمحمد بوقرة بومرداس - مخبر أداء المؤسسات الاقتصادية الجزائرية في ظل الحركية الاقتصادية الدولية |
| المؤلف الرئيسي: | Benbekhti, Seyf Eddine (Author) |
| مؤلفين آخرين: | Boulila, Hadjer (Co-Author) , Benbouziane, Mohamed (Co-Author) |
| المجلد/العدد: | مج6, ع2 |
| محكمة: | نعم |
| الدولة: |
الجزائر |
| التاريخ الميلادي: |
2023
|
| الشهر: | ديسمبر |
| الصفحات: | 177 - 199 |
| DOI: |
10.54241/2065-006-002-010 |
| ISSN: |
2661-7161 |
| رقم MD: | 1438460 |
| نوع المحتوى: | بحوث ومقالات |
| اللغة: | الإنجليزية |
| قواعد المعلومات: | EcoLink |
| مواضيع: | |
| كلمات المؤلف المفتاحية: |
Islamic Stocks | Safe Haven | M-DCC GARCH Model | Covid-19
|
| رابط المحتوى: |
| المستخلص: |
This paper investigates the safe haven potential of Islamic stocks within the context of the London stock market, alongside other prominent hedging assets, namely gold, Brent crude, and Bitcoin, using the M-DCC GARCH model. The study finds that Islamic finance no longer demonstrates robust safe haven characteristics but instead serves as a diversifier during periods of market stability. In contrast, gold exhibits notable hedging properties both prior to the COVID-19 pandemic and during market turmoil, outperforming all assets except Bitcoin. |
|---|---|
| ISSN: |
2661-7161 |
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