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Showing 1 to 1 of 1 for “"DJIM"”.
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Time varying connectedness and volaOlity spillover among Shariah compliant indices
… shariah-compliant Dow Jones Islamic Market (DJIM) indices as well as the shariah-compliant JSE Top 40 index, data is collected from Bloomberg for the period of 22 September 2003 to 31 March 2023. The study employs the dynamic connectedness approach to investigate time-varying interdependence …