Should Shariah-compliant investors include commodities in their portfolios? New evidence
Year of publication: |
2013-08-24
|
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Authors: | Nagayev, Ruslan ; Masih, Mansur |
Institutions: | Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München |
Subject: | financialization of commodities | shariah-compliant equities | MGARCH – DCC technique |
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