African Journal of
Business Management

  • Abbreviation: Afr. J. Bus. Manage.
  • Language: English
  • ISSN: 1993-8233
  • DOI: 10.5897/AJBM
  • Start Year: 2007
  • Published Articles: 4137

Full Length Research Paper

Islamic versus conventional stock market Indices synchronization

Imed Medhioub*
  • Imed Medhioub*
  • Department of Finance and Investment, College of Economics and Administrative Sciences, Al-Imam Muhammad Ibn SaudI slamic University (IMSIU), P. O. Box 5701 Riyadh, Saudi Arabia.
  • Google Scholar
Mustapha Chaffai
  • Mustapha Chaffai
  • Department of Finance, Business School, Sfax University, Route de l'Aérodrome km 4.5, P. B. 3018, Sfax, Tunisia.
  • Google Scholar


  •  Received: 03 February 2016
  •  Accepted: 08 May 2016
  •  Published: 14 June 2016

References

Calderon C, Serven L (2011). Macro-prudential policies over the cycle in Latin America. World Bank Discussion Paper, Washington, D.C.

 

Charles A, Pop A, Darné O (2011). Is the Islamic Finance Model More Resilient than the Conventional Finance Model? Evidence from Sudden Changes in the Volatility of Dow Jones Indexes. International Conference of the French Finance Association (AFFI).
Crossref

 

Claessens S, Kose MA, Terrones ME (2011). Financial Cycles: What? How? When?, IMF Working Paper, No WP/11/76.

 

Claessens S, Kose MA, Terrones ME (2012). How do business and financial cycles interact?. J. Int. Econ. 87:178-190.
Crossref

 

El-Gamal MA (2006). Islamic Finance: Law, Economic and Practice. Cambridge University Press.
Crossref

 

Harding D, Pagan AR (2002). Dissecting the cycle: a methodological investigation. J. Monet. Eco. 49:365-381.
Crossref

 

Harding D, Pagan AR (2006). Synchronisation of cycles. J. Eco. 132(1):59-79.
Crossref

 

Hassan MK, Haque M, Lawrence SB (2006). An empirical analysis of emerging stockmarkets of Europe. Quart. J. Bus. Econ. 42:31-52.

 

Masih R, Masih AMM (2001). Long and short term dynamic causal transmission amongst international stock markets. J. Int. Money Financ. 20:563-587.
Crossref

 

Medhioub I (2007). Asymétrie des cycles économiques et changement de régimes : cas de la Tunisie. L'Actualité économique, 83(4):529-553.
Crossref

 

Medhioub I (2010). Business cycle synchronization: A Mediterranean comparison. Economic Research Forum, Working Paper No 527.

 

Meller B, Metiu N (2015). The synchronization of European credit cycles. Deutsche Bundesbank, Discussion paper No 20/2015.

 

Schuler YS, Hiebert P, Peltonen TA (2015). Characterizing Financial Cycles Across Europe: One Size Does Not Fit All. Working paper series, European Central Bank.

 

Sebastian E, Javier GB, Fernando Perez de Gracia (2003). Stock market cycles, financial liberalization and volatility. J. Int. Money Financ. 22:925-955.
Crossref