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Record W4415265230 · doi:10.1108/jiabr-03-2024-0084

Dynamic connectedness between conventional and Islamic stock markets: a quantile network analysis

2025· article· en· W4415265230 on OpenAlexaboutno aff
Hamdi Khalfaoui

Bibliographic record

VenueJournal of Islamic accounting and business research · 2025
Typearticle
Languageen
FieldEconomics, Econometrics and Finance
TopicMarket Dynamics and Volatility
Canadian institutionsnot available
Fundersnot available
KeywordsSocial connectednessStock marketPortfolioStock (firearms)IslamVolatility (finance)Portfolio insuranceFinancial marketPortfolio investment

Abstract

fetched live from OpenAlex

Purpose This study aims to examine the quantile connectedness between Islamic and conventional stock markets in a set of eight countries, including developed and developing economies, over a period from August 29, 2014 to September 19, 2024. Design/methodology/approach This study uses the quantile-based connectedness approach, as introduced by Ando et al. (2022), to explore the dynamic connectedness between Islamic and conventional stock markets. Findings The results of this study highlight a significant increase in connectedness between Islamic and conventional stock markets in both the upper and lower quantiles. This study also observes that Islamic indices are markedly responsive to market volatility, typically exhibiting a net recipient of shocks. Conversely, the Japanese Islamic stock market evinces a consistent net transmitter profile across diverse market conditions. Conventional indices display a more diversified behavioral pattern, with the Canadian stock market emerging as the primary net transmitter across different market scenarios. Furthermore, this study reveals pronounced asymmetry in the transmission of shocks and volatility during bearish market periods compared to bullish periods. Research limitations/implications This study addresses an important gap in the financial literature by highlighting the notion of connectedness between Islamic and conventional stock markets, particularly during crises. These findings offer crucial implications for investors and policymakers, helping them to anticipate and manage risk and make informed investment and portfolio diversification decisions. However, it is important to note that many other factors, such as economic, political and regulatory factors, will also play an important role in this connectedness between conventional and Islamic stock markets. Originality/value This study makes a noteworthy contribution to the current financial literature in three ways. Initially, it innovates the analysis of quantile connectedness between the traditional and Islamic stock markets. In addition, it examines connectedness under a range of market including bearish, stable and bullish conditions. By scrutinizing diverse quantiles, this study presents a more profound understanding of this correlation, emphasizing variations and potential asymmetries among the different market states. Such an enhanced analysis is of particular importance in assessing potential risk transmission channels and vulnerability of investments, whether Islamic or conventional. It should be noted that this study analyzes daily data during a period of significant economic and financial events, including the COVID-19 crisis in 2020 and the Russia–Ukraine conflict in 2022.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

How this classification was reachedexpand

Full frame distilled prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.

metaresearch head score (Codex)0.007
metaresearch head score (Gemma)0.001
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Observational · Consensus signal: Observational
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.217
Threshold uncertainty score0.773

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0070.001
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0010.000
Bibliometrics0.0020.003
Science and technology studies0.0000.000
Scholarly communication0.0000.000
Open science0.0000.000
Research integrity0.0000.001
Insufficient payload (model declined to judge)0.0000.000

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.032
GPT teacher head0.311
Teacher spread0.279 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Classification

machine, unvalidated

Machine predicted; a candidate call from one teacher head, not a consensus.

The models applied no category: nothing in the taxonomy fit this work.
Study designObservational
Domainnot available
GenreEmpirical

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

Quick stats

Citations2
Published2025
Admission routes1
Has abstractyes

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