El-Tawassol التواصل
Volume 29, Numéro 3, Pages 1-11
2023-09-30

Comparison The Volatility Of International Conventional And Islamic Indicators: An Econometric Study On Djia, Djim, Ftse World, Ftse Sharia Index

Authors : Belabed Manel . Ghafori Leila .

Abstract

The study aims to highlight Islamic assets as safe investments, by comparing the international conventional and Islamic indices of both the Dow jones and FTSE index for a series of index returns for the period from July 2009 to December 2021, we found that Islamic indices were more volatile in the long term, this may be due to the fact that Islamic stocks are still at an early stage, and the fear of non-Muslim investors about them and poor marketing and promotion.

Keywords

market index ; islamic stock ; Volatility ; Returns