On the public citation graph

Volatility spillover and hedging effectiveness among China and emerging Asian Islamic equity indexes

https://doi.org/10.1016/j.ememar.2016.12.003
0 signed · 91 inferred · view as graph

Inferred edges come from two machine sources: sweeps of open repository metadata (mostly SSRN and Zenodo), and a bulk OpenAlex citation snapshot. Every row below is labelled with the one it came from. Neither is a complete citation index — absence here is not evidence of absence.

Is this your work? Sign in with ORCID and put your name on the claims that are yours.
Claim with ORCID
Reference health. See whether every reference in this work resolves to a known work and none has been retracted — and get a dated CiteStamped badge you can embed.
See reference health

What this work says

Outgoing claims: the papers this work cites, builds on, or argues with.

inferredcites →https://doi.org/10.1007/s11146-010-9265-0openalex-snapshot
Asymmetric Correlation and Volatility Dynamics among Stock, Bond, and Securitized Real Estate Markets
inferredcites →https://doi.org/10.1016/b978-0-12-411549-1.00019-3openalex-snapshot
Volatility and Spillover Effects of Central and Eastern Europe: Impact of EU Enlargement
inferredcites →https://doi.org/10.1016/b978-0-12-411549-1.00035-1openalex-snapshot
Financial Market Integration of ASEAN-5 with China and India
inferredcites →https://doi.org/10.1016/j.asieco.2009.09.001openalex-snapshot
Return and volatility spillovers among the East Asian equity markets
inferredcites →https://doi.org/10.1016/j.asieco.2015.05.004openalex-snapshot
Volatility transmission and volatility impulse response functions among the Greater China stock markets
inferredcites →https://doi.org/10.1016/j.bir.2015.12.003openalex-snapshot
How does crisis affect efficiency? An empirical study of East Asian markets
inferredcites →https://doi.org/10.1016/j.econmod.2014.03.007openalex-snapshot
Are Dow Jones Islamic equity indices exposed to interest rate risk?
inferredcites →https://doi.org/10.1016/j.econmod.2014.10.030openalex-snapshot
World gold prices and stock returns in China: Insights for hedging and diversification strategies
inferredcites →https://doi.org/10.1016/j.econmod.2015.12.033openalex-snapshot
Portfolio diversification benefits of Islamic investors with their major trading partners: Evidence from Malaysia based on MGARCH-DCC and wavelet approaches
inferredcites →https://doi.org/10.1016/j.ememar.2014.09.002openalex-snapshot
Dependence of stock and commodity futures markets in China: Implications for portfolio investment
inferredcites →https://doi.org/10.1016/j.eneco.2014.02.014openalex-snapshot
Modeling volatility and correlations between emerging market stock prices and the prices of copper, oil and wheat
inferredcites →https://doi.org/10.1016/j.eneco.2015.03.031openalex-snapshot
Modeling oil price–US stock nexus: A VARMA–BEKK–AGARCH approach
inferredcites →https://doi.org/10.1016/j.enpol.2014.08.021openalex-snapshot
Energy market integration and regional institutions in east Asia
inferredcites →https://doi.org/10.1016/j.inteco.2013.11.002openalex-snapshot
Conventional and Islamic stock price performance: An empirical investigation
inferredcites →https://doi.org/10.1016/j.intfin.2013.11.004openalex-snapshot
How strong are the causal relationships between Islamic stock markets and conventional financial systems? Evidence from linear and nonlinear tests
inferredcites →https://doi.org/10.1016/j.intfin.2014.12.004openalex-snapshot
Linkages and co-movement between international stock market returns: Case of Dow Jones Islamic Dubai Financial Market index
inferredcites →https://doi.org/10.1016/j.iref.2016.02.002openalex-snapshot
Spreading crisis: Evidence of financial stress spillovers in the Asian financial markets
inferredcites →https://doi.org/10.1016/j.irfa.2015.08.010openalex-snapshot
The transmission of market shocks and bilateral linkages: Evidence from emerging economies
inferredcites →https://doi.org/10.1016/j.jimonfin.2013.06.025openalex-snapshot
China's financial linkages with Asia and the global financial crisis
inferredcites →https://doi.org/10.1016/j.jimonfin.2015.07.011openalex-snapshot
Regional integration of the East Asian stock markets: An empirical assessment
inferredcites →https://doi.org/10.1016/j.najef.2012.06.002openalex-snapshot
Conditional correlations and volatility spillovers between crude oil and stock index returns
inferredcites →https://doi.org/10.1016/j.najef.2014.06.011openalex-snapshot
Islamic equity market integration and volatility spillover between emerging and US stock markets
inferredcites →https://doi.org/10.1016/j.pacfin.2011.08.002openalex-snapshot
Volatility spillovers between the Chinese and world equity markets
inferredcites →https://doi.org/10.1016/j.pacfin.2013.09.003openalex-snapshot
Do Islamic stock indexes outperform conventional stock indexes? A stochastic dominance approach
inferredcites →https://doi.org/10.1016/j.pacfin.2014.10.001openalex-snapshot
Dynamic dependence of the global Islamic equity index with global conventional equity market indices and risk factors
inferredcites →https://doi.org/10.1017/s0266466603192092openalex-snapshot
ASYMPTOTIC THEORY FOR A VECTOR ARMA-GARCH MODEL
inferredcites →https://doi.org/10.1080/07474930802467217openalex-snapshot
Structure and Asymptotic Theory for Multivariate Asymmetric Conditional Volatility
inferredcites →https://doi.org/10.1093/rfs/11.4.817openalex-snapshot
Modeling Asymmetric Comovements of Asset Returns
inferredcites →https://doi.org/10.1111/jore.12086openalex-snapshot
How Ethical is I slamic Banking in the Light of the Objectives of I slamic Law?
inferredcites →https://doi.org/10.2307/2331164openalex-snapshot
Time-Varying Distributions and Dynamic Hedging with Foreign Currency Futures

What points at this work

Incoming claims: where this work appears in other papers’ reference lists and arguments.

inferred← citeshttps://doi.org/10.2139/ssrn.4657176openalex-extracted
Analyzing Volatility Spillovers Across Chinese Financial Industries
inferred← citeshttps://doi.org/10.1002/ijfe.1653openalex-snapshot
Volatility spillovers between real exchange rate returns and real stock price returns in Malaysia
inferred← citeshttps://doi.org/10.1002/ijfe.1801openalex-snapshot
Spillovers and financial integration in emerging markets: Analysis of BRICS economies within a VAR‐BEKK framework
inferred← citeshttps://doi.org/10.1002/ijfe.2759openalex-snapshot
Impact of return and volatility spillover from banking industry to other industries: An evidence from Pakistan
inferred← citeshttps://doi.org/10.1002/ijfe.2788openalex-snapshot
Hedge and safe haven role of commodities for the US and Chinese equity markets
inferred← citeshttps://doi.org/10.1002/rfe.1153openalex-snapshot
Are Islamic investments still safe assets during the COVID‐19 pandemic?
inferred← citeshttps://doi.org/10.1007/978-3-030-93703-4_121-1openalex-snapshot
Equity
inferred← citeshttps://doi.org/10.1007/978-981-97-6687-1_12openalex-snapshot
Empirical Understanding of the Dynamic Interconnectedness Between ESG/Green Indices and Conventional Indices in the Indian Capital Markets
inferred← citeshttps://doi.org/10.1007/s10690-022-09381-9openalex-snapshot
Volatility Spillover Between Chinese Stock Market and Selected Emerging Economies: A Dynamic Conditional Correlation and Portfolio Optimization Perspective
inferred← citeshttps://doi.org/10.1007/s10690-025-09558-yopenalex-snapshot
The Feature Importance of Quantile Connectedness among Islamic Sectoral Indices and Meme Assets
inferred← citeshttps://doi.org/10.1016/j.ecosys.2017.09.003openalex-snapshot
Does ethics improve stock market resilience in times of instability?
inferred← citeshttps://doi.org/10.1016/j.ememar.2022.100894openalex-snapshot
Dependence dynamics of stock markets during COVID-19
inferred← citeshttps://doi.org/10.1016/j.ememar.2026.101485openalex-snapshot
A four-factor model for the Indonesia stock market
inferred← citeshttps://doi.org/10.1016/j.frl.2020.101878openalex-snapshot
Network Connectedness of World's Islamic Equity Markets
inferred← citeshttps://doi.org/10.1016/j.irfa.2024.103735openalex-snapshot
Does high volatility increase connectedness? A study of Asian equity markets
inferred← citeshttps://doi.org/10.1016/j.jcomm.2024.100404openalex-snapshot
Quantile spillovers and connectedness between oil shocks and stock markets of the largest oil producers and consumers
inferred← citeshttps://doi.org/10.1016/j.jeca.2022.e00276openalex-snapshot
Volatility spillovers from the Chinese stock market to the U.S. stock market: The role of the COVID-19 pandemic
inferred← citeshttps://doi.org/10.1016/j.najef.2019.101040openalex-snapshot
Spillovers and the determinants in Islamic equity markets
inferred← citeshttps://doi.org/10.1016/j.najef.2024.102077openalex-snapshot
Monetary policy spillovers among five systemic economies: Evidence from the time and frequency domains
inferred← citeshttps://doi.org/10.1016/j.pacfin.2017.06.006openalex-snapshot
A survey of Islamic banking and finance literature: Issues, challenges and future directions
inferred← citeshttps://doi.org/10.1016/j.pacfin.2020.101437openalex-snapshot
A survey of Islamic finance research – Influences and influencers
inferred← citeshttps://doi.org/10.1016/j.physa.2019.122936openalex-snapshot
Interindustry volatility spillover effects in China’s stock market
inferred← citeshttps://doi.org/10.1016/j.qref.2018.12.010openalex-snapshot
Islamic and conventional equity markets: Two sides of the same coin, or not?
inferred← citeshttps://doi.org/10.1016/j.qref.2021.04.001openalex-snapshot
Correlations and volatility spillovers between China and Southeast Asian stock markets
inferred← citeshttps://doi.org/10.1016/j.qref.2022.10.012openalex-snapshot
Frequency spillovers and portfolio risk implications between Sukuk, Islamic stock and emerging stock markets
inferred← citeshttps://doi.org/10.1016/j.resourpol.2022.102626openalex-snapshot
Extreme dependence between structural oil shocks and stock markets in GCC countries
inferred← citeshttps://doi.org/10.1016/j.ribaf.2024.102473openalex-snapshot
Volatility spillover across spot and futures markets: Evidence from dual financial system
inferred← citeshttps://doi.org/10.1080/00036846.2023.2288051openalex-snapshot
Volatility spillovers and Asymmetric effects of Chinese A-share markets—Enterprise-Level data Based on high-dimensional social network models
inferred← citeshttps://doi.org/10.1080/00036846.2026.2622558openalex-snapshot
Assessing asymmetric connectedness and spillover in Islamic equity markets: a non-linear perspective for investors
inferred← citeshttps://doi.org/10.1080/14765284.2025.2472505openalex-snapshot
Do Islamic and socially responsible stocks act as a safe refuge for the US stock market?
inferred← citeshttps://doi.org/10.1080/1540496x.2019.1658076openalex-snapshot
The Influential Factors of Financial Cycle Spillover: Evidence from China
inferred← citeshttps://doi.org/10.1080/23322039.2025.2459198openalex-snapshot
Connectedness and spillovers between African and global Islamic equities: implications for portfolio hedging and investment strategies
inferred← citeshttps://doi.org/10.1108/ijoem-06-2024-1060openalex-snapshot
Going international as a force for deterring greenwashing in ESG performance? A quasi-natural experiment on the inclusion of China’s A-shares in the MSCI emerging markets index
inferred← citeshttps://doi.org/10.1108/imefm-01-2018-0014openalex-snapshot
The diversification benefit of Islamic investment to Chinese conventional equity investors
inferred← citeshttps://doi.org/10.1108/imefm-05-2019-0204openalex-snapshot
An artificial neural network augmented GARCH model for Islamic stock market volatility: Do asymmetry and long memory matter?
inferred← citeshttps://doi.org/10.1108/imefm-08-2024-0399openalex-snapshot
Islamic capital markets: a hybrid review
inferred← citeshttps://doi.org/10.1108/jerer-03-2021-0016openalex-snapshot
Interdependence dynamics of corporate equity and public real estate markets
inferred← citeshttps://doi.org/10.1108/jes-01-2017-0014openalex-snapshot
Volatility spillover from the Chinese stock market to E7 and G7 stock markets
inferred← citeshttps://doi.org/10.1108/jes-04-2025-0269openalex-snapshot
An analysis of integration and volatility transmission between Latin American and US stock markets: before and after COVID-19
inferred← citeshttps://doi.org/10.1108/jiabr-07-2022-0173openalex-snapshot
Volatility spillovers among Islamic countries and geopolitical risk
inferred← citeshttps://doi.org/10.1108/jima-04-2019-0076openalex-snapshot
Islamic banking and finance: potential approach for economic sustainability in China
inferred← citeshttps://doi.org/10.1108/raf-01-2023-0001openalex-snapshot
The Ramadan effect on commodity and stock markets integration
inferred← citeshttps://doi.org/10.1108/s1569-375920200000104002openalex-snapshot
Volatility Spillover Between Conventional Stock Index and Participation Index: The Turkish Case
inferred← citeshttps://doi.org/10.1111/1759-3441.12230openalex-snapshot
A Review of Islamic Investment Literature
inferred← citeshttps://doi.org/10.21076/vizyoner.1267325openalex-snapshot
Küresel Güç Adayları: Brezilya, Çin ve Rusya Arasındaki Öncül/Ardıl İlişkisi ve Volatilite Yayılımı
inferred← citeshttps://doi.org/10.2478/zireb-2019-0021openalex-snapshot
Measuring Return and Volatility Spillovers among Sectoral Stocks in Nigeria
inferred← citeshttps://doi.org/10.26501/jibm/2018.0802-003openalex-snapshot
Returns and Volatility Spillover between Islamic and Conventional Indexes: Evidence from Selected Emerging Asian Markets
inferred← citeshttps://doi.org/10.30784/epfad.1116773openalex-snapshot
Volatility Interaction between Dow Jones Sukuk Index and Selected Stock Indices
inferred← citeshttps://doi.org/10.31014/aior.1992.05.03.438openalex-snapshot
Nonlinear Spillover and Dynamic Connectedness Between International Crude Oil and Dow Jones Islamic Market
inferred← citeshttps://doi.org/10.31737/2221-2264-2022-54-2-6openalex-snapshot
Volatility spillover between the Russia–India–China triad and the United States: A multivariate generalized autoregressive conditional heteroscedasticity analysis
inferred← citeshttps://doi.org/10.33897/fujbe.v5i2.449openalex-snapshot
Contagion between World and Emerging Islamic Equity Markets: An Application of Clayton Copula Technique
inferred← citeshttps://doi.org/10.3390/economies11050149openalex-snapshot
Dynamic Dependency between the Shariah and Traditional Stock Markets: Diversification Opportunities during the COVID-19 and Global Financial Crisis (GFC) Periods
inferred← citeshttps://doi.org/10.3390/jrfm13010012openalex-snapshot
Marketing Islamic Financial Services: A Review, Critique, and Agenda for Future Research
inferred← citeshttps://doi.org/10.3390/math10081246openalex-snapshot
The Research on the Interactions between the Emerging and Developed Markets: From Region and Structural Break Perspectives
inferred← citeshttps://doi.org/10.3846/jbem.2020.13507openalex-snapshot
INVESTIGATING ABNORMAL VOLATILITY TRANSMISSION PATTERNS BETWEEN EMERGING AND DEVELOPED STOCK MARKETS: A CASE STUDY
inferred← citeshttps://doi.org/10.3934/dsfe.2022004openalex-snapshot
Volatility spillovers among MIST stock markets
inferred← citeshttps://doi.org/10.3934/gf.2019.1.30openalex-snapshot
Spillover effects between oil and natural gas prices: Evidence from emerging and developed markets
inferred← citeshttps://doi.org/10.3934/qfe.2019.2.201openalex-snapshot
Equity market integration of China and Southeast Asian countries: further evidence from MGARCH-ADCC and wavelet coherence analysis
inferred← citeshttps://doi.org/10.54427/ijisef.1607288openalex-snapshot
Dynamic Interconnectedness Between Islamic and Conventional Stocks in GCC Economies: Application of TVP-VAR Analysis
inferred← citeshttps://doi.org/10.55365/1923.x2022.20.84openalex-snapshot
Exchange Rate Determinants & Exchange Rate Risk Hedging: An Empirical Study Applied on the Case of a Tunisian Company
inferred← citeshttps://doi.org/10.58968/icm.v1i1.437openalex-snapshot
Islamic Capital Market Research in Scopus Indexed Journals Q1: A Review
Editorial review for independent work. ICSAC — the Institute for Complexity Science and Advanced Computing — runs a structured editorial panel for researchers publishing outside journals, and publishes on CiteStamp rails. Submission is free and goes through ORCID: icsacinstitute.org/submit.