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Analysing dynamic linkages and hedging strategies between Islamic and conventional sector equity indexes
Journal article   Peer reviewed

Analysing dynamic linkages and hedging strategies between Islamic and conventional sector equity indexes

Walid Mensi, Shawkat Hammoudeh, Ahmet Sensoy and Seong-Min Yoon
Applied economics, v 49(25), pp 2456-2479
28 May 2017

Abstract

conventional index cross-correlation analysis diversification GARCH-cDCC model Sectoral Islamic index
This study analyses the dynamic spillovers across 10 Dow Jones Islamic and conventional sector index pairs. Using various multivariate GARCH models, the results show significant time-varying conditional correlations for all the pairs. Moreover, there is evidence that the conditional correlations for all the sector pairs, except those of the Telecommunication and Utilities sectors, increase after the onset of the global financial crisis (GFC), suggesting non-subsiding risks, contagion effects and gradual greater financial linkages. The Islamic sectors' risk exposure can be effectively hedged over time in diversified portfolios containing conventional sector stocks. These results provide several practical implications for portfolio managers and policymakers in regard to optimal asset allocations, portfolio risk management and the diversification benefits among these markets.

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Collaboration types
Industry collaboration
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International collaboration
Web of Science research areas
Economics
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