Do Islamic indices provide diversification to bitcoin? A time-varying copulas and value at risk application
Mobeen Ur Rehman, Nadia Asghar, Sang Hoon Kang
Topics & Concepts
Diversification (marketing strategy)Value at riskSpillover effectDownside riskEconomicsEquity (law)Financial economicsIslamic financePortfolioIslamEconometricsBusinessRisk managementFinanceMarketingLawMicroeconomicsPolitical sciencePhilosophyTheologyBlockchain Technology Applications and SecurityMarket Dynamics and VolatilityIslamic Finance and Banking Studies