The Impact of exchange rate fluctuations on the performance of the emerging Islamic stock indices for the period (2010-2019)

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dc.contributor.authorBesseba, Abdelkadir
dc.contributor.authorBenayad, Mohamed Samir
dc.contributor.authorRedif, Mostapha
dc.date.accessioned2024-02-15T17:58:56Z
dc.date.available2024-02-15T17:58:56Z
dc.date.issued2019-12-30
dc.description.abstractThe aim of this article is to define whether the exchange rate volatilities affect the Islamic stock returns focusing on the emerging markets, by using a GARCH model via daily data of five countries. The results show that the return of Islamic stock indices has a negative and significant relation with exchange rate risk exposure in all cases, which can be explained by the decrease of the local currency, can result to losses in the Islamic stock market, therefore decline in returns.
dc.identifier.issn2352-9962
dc.identifier.issn2572-0147
dc.identifier.urihttp://dspace.univ-oeb.dz:4000/handle/123456789/18384
dc.language.isoen
dc.publisherUniversity of Oum El Bouaghi
dc.subjectfluctuations; exchange; indices; Islamic; returns
dc.titleThe Impact of exchange rate fluctuations on the performance of the emerging Islamic stock indices for the period (2010-2019)
dc.title.alternativeأثر تقلبات أسعار الصرف على أداء مؤشرات الأسهم الإسلامية الناشئة للفترة 2010 -2019
dc.typeArticle
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