COMPARATIVE ANALYSIS OF INDICES OF ISLAMIC FUNDS WITH INDICES OF TRADITIONAL FUNDS BY EXTERNAL SHOCK FACTORS
Abstract
The article reflects the results of a study of the Islamic capital market, which has become increasingly popular in recent years. It examines the degree of robustness of the instruments of the Islamic capital market to external shock factors in comparison with traditional ones. The author drew important conclusions as a result of an analysis conducted using the Hills estimation and OLS log-log regression methods.
Keywords:
stock indices Islamic finance Islamic capital market Hills estimator OLS log-log regression DJIAReferences
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