The impact of crude oil price on Islamic stock indices of South East Asian countries: evidence from MGARCH-DCC and wavelet approaches
This paper is the first attempt at testing the ‘time-varying’ and ‘time-scale dependent’ volatilities of and correlations between the selected Islamic stock indices of South East Asian countries and selected commodities for enhancing portfolio diversification benefits. Consistent with the results of...
| Main Authors: | Abdullah, Ahmad Monir, Saiti, Buerhan, Masih, Mansur |
|---|---|
| Format: | Article |
| Language: | English English |
| Published: |
Elsevier
2016
|
| Subjects: | |
| Online Access: | http://irep.iium.edu.my/47409/ http://irep.iium.edu.my/47409/ http://irep.iium.edu.my/47409/ http://irep.iium.edu.my/47409/1/47409_The%20impact%20of%20crude%20oil%20price.pdf http://irep.iium.edu.my/47409/2/47409_The%20impact%20of%20crude%20oil%20price_SCOPUS.pdf |
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