Financial integration between sukuk and bond indices of emerging markets:insights from wavelet coherence and multivariate-GARCH analysis
Some investors strive for capital appreciation while others may follow capital preservation strategies in terms of investment. In relation to that, Islamic finance receives a lot of attention from institutional investors and asset managers in the search for higher returns, lower correlation and grow...
Main Authors: | Bhuiyan, Rubaiyat Ahsan, Rahman, Maya Puspa, Saiti, Buerhan, Mat Ghani, Gairuzazmi |
---|---|
Format: | Article |
Language: | English English English |
Published: |
Borsa Istanbul Anonim Sirketi
2018
|
Subjects: | |
Online Access: | http://irep.iium.edu.my/61640/ http://irep.iium.edu.my/61640/ http://irep.iium.edu.my/61640/ http://irep.iium.edu.my/61640/13/61640_Financial%20integration%20between%20sukuk%20_WoS.pdf http://irep.iium.edu.my/61640/20/61640_Financial%20integration%20between%20sukuk_SCOPUS.pdf http://irep.iium.edu.my/61640/25/61640_Financial%20integration%20between%20sukuk.pdf |
Similar Items
-
Does the Malaysian sovereign sukuk market offer portfolio diversification opportunities for global fixed-income investors? Evidence from wavelet coherence and multivariate-GARCH analyses
by: Bhuiyan, Rubaiyat Ahsan, et al.
Published: (2019) -
Co-movement dynamics between global sukuk and bond markets: new insights from a wavelet analysis
by: Bhuiyan, Rubaiyat Ahsan, et al.
Published: (2019) -
Dynamic relations between sukuk and conventional bond markets: an analysis of international portfolio diversification
by: Bhuiyan, Rubaiyat Ahsan, et al.
Published: (2016) -
The interactions between gold and shariah compliant equities:the application of wavelet and multivariate GARCH analysis
by: Shakil, Mohammad Hassan, et al.
Published: (2017) -
Diversification in conventional and Islamic stock indices: evidence from Multivariate-GARCH analysis
by: Saiti, Buerhan, et al.
Published: (2017)