Abstract:
This paper investigates the portfolio diversification benefits for Islamic and conventional investors in the United States with its major trading partners (United Kingdom, Canada, China, Japan, Malaysia, and Turkey) before and during the COVID-19 crisis period. Using daily data from 2007 to 2020, we employ four relevant time-varying and timescale-dependent techniques: the dynamic conditional correlation (DCCGARCH) model, The findings suggest that conventional and Islamic U.S. investors who invest with major trading partners may reap large diversification benefits for short investment horizons.
Farid, Heba. (2022). Portfolio diversification benefits during the COVID-19 crisis in USA: Islamic/conventional stock markets. المجلة العلمية للدراسات التجارية والبيئية, 13(3), 1139-1163. doi: 10.21608/jces.2022.267656
MLA
Heba Farid. "Portfolio diversification benefits during the COVID-19 crisis in USA: Islamic/conventional stock markets", المجلة العلمية للدراسات التجارية والبيئية, 13, 3, 2022, 1139-1163. doi: 10.21608/jces.2022.267656
HARVARD
Farid, Heba. (2022). 'Portfolio diversification benefits during the COVID-19 crisis in USA: Islamic/conventional stock markets', المجلة العلمية للدراسات التجارية والبيئية, 13(3), pp. 1139-1163. doi: 10.21608/jces.2022.267656
VANCOUVER
Farid, Heba. Portfolio diversification benefits during the COVID-19 crisis in USA: Islamic/conventional stock markets. المجلة العلمية للدراسات التجارية والبيئية, 2022; 13(3): 1139-1163. doi: 10.21608/jces.2022.267656
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