Do implied volatilities of stock and commodity markets affect conventional & shariah indices differently? An evidence by OVX, GVZ and VIX.

Sheikh SP, Jamil SA, Aysan AF, Atif M, Rabbani MR, Kayani UN

Open source

DOI
10.1016/j.heliyon.2023.e21094
Published
2023 Nov
Container
Heliyon
Publisher
Not recorded
Open access
yes

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BibTeX

@article{allodium:10.1016/j.heliyon.2023.e21094,
  title = {Do implied volatilities of stock and commodity markets affect conventional \& shariah indices differently? An evidence by OVX, GVZ and VIX.},
  author = {Sheikh SP and Jamil SA and Aysan AF and Atif M and Rabbani MR and Kayani UN},
  year = {2023},
  journal = {Heliyon},
  doi = {10.1016/j.heliyon.2023.e21094},
  url = {https://doi.org/10.1016/j.heliyon.2023.e21094}
}

RIS

TY  - JOUR
TI  - Do implied volatilities of stock and commodity markets affect conventional & shariah indices differently? An evidence by OVX, GVZ and VIX.
AU  - Sheikh SP
AU  - Jamil SA
AU  - Aysan AF
AU  - Atif M
AU  - Rabbani MR
AU  - Kayani UN
PY  - 2023
JO  - Heliyon
DO  - 10.1016/j.heliyon.2023.e21094
UR  - https://doi.org/10.1016/j.heliyon.2023.e21094
ER  -

APA

SP, S., SA, J., AF, A., M, A., MR, R., & UN, K. (2023). Do implied volatilities of stock and commodity markets affect conventional & shariah indices differently? An evidence by OVX, GVZ and VIX.. Heliyon. https://doi.org/10.1016/j.heliyon.2023.e21094

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