Islamic vs. conventional equity markets: a multifractal cross-correlation analysis with economic policy uncertainty

HIGHLIGHTS

• who: Faheem Aslam and colleagues from the Department of Management Sciences, COMSATS University, Park Road, Islamabad, Pakistan have published the paper: Islamic vs. Conventional Equity Markets: A Multifractal Cross-Correlation Analysis with Economic Policy Uncertainty, in the Journal: Economies 2023, 11, 16. of 30/07/2021
• what: By using this methodology, the authors aim to answer the following three questions: Do pairs of the authors EPU with both conventional and Islamic markets exhibit multifractal characteristics? How do the multifractal patterns of these pairs differ in terms of strength? Is there persistence in the multifractality of . . .
  

   

  

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