Portfolio diversification benefits during the COVID-19 crisis in USA: Islamic conventional stock markets
Author
Source
Journal of Commercial and Environmental Studies
Issue
Vol. 13, Issue 3 (31 Jul. 2022), pp.1139-1163, 25 p.
Publisher
Suez Canal University College of Commerce Ismailia
Publication Date
2022-07-31
Country of Publication
Egypt
No. of Pages
25
Main Subjects
Topics
Abstract EN
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.
American Psychological Association (APA)
Farid, Hiba. 2022. Portfolio diversification benefits during the COVID-19 crisis in USA: Islamic conventional stock markets. Journal of Commercial and Environmental Studies،Vol. 13, no. 3, pp.1139-1163.
https://search.emarefa.net/detail/BIM-1450684
Modern Language Association (MLA)
Farid, Hiba. Portfolio diversification benefits during the COVID-19 crisis in USA: Islamic conventional stock markets. Journal of Commercial and Environmental Studies Vol. 13, no. 3 (Jul. 2022), pp.1139-1163.
https://search.emarefa.net/detail/BIM-1450684
American Medical Association (AMA)
Farid, Hiba. Portfolio diversification benefits during the COVID-19 crisis in USA: Islamic conventional stock markets. Journal of Commercial and Environmental Studies. 2022. Vol. 13, no. 3, pp.1139-1163.
https://search.emarefa.net/detail/BIM-1450684
Data Type
Journal Articles
Language
English
Notes
-
Record ID
BIM-1450684
