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Journal Article
Quantifying the connectedness and portfolio implications between Islamic and conventional bonds: Evidence from global and GCC regions
by Md. Ruhul Amin , Md. Abdul Hakim , Md. Mamunur Rashid  and  Shaikh Masrick Hasan
Abstract
We explore the connectedness and portfolio implications between Islamic and conventional bonds in global and GCC regions. We also compare which bonds performed better during our sample period. Unlike previous studies, we focus on Islamic bond markets compared to their conventional counterparts and highlight the GCC bonds (Islamic and conventional) in respect of global bonds. We [...] Read more