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Are Islamic and conventional money markets highly correlated? MGARCH-DCC and wavelet approaches

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dc.contributor.authorBai Chen
dc.contributor.supervisorMohamed Ariff Abdul Kareem
dc.date.accessioned2017-12-14T11:53:54Z
dc.date.available2017-12-14T11:53:54Z
dc.date.issued2017
dc.description.abstractWith the development of Islamic banking and finance in most Muslim countries, money market became necessary for financial institution to solve the liquidity problems. However, there is much criticism of Islamic banks and financial products for their pegging to the interest rate. Islamic money market is based on the same PLS principle with other Islamic financial products, if such products are pegged to their rate of interest, then they are not PLS. More correctly, they are based on well-and sometimes not so well-hidden conventional or interest-based contracts ...en_US
dc.identifier.citationBai, C. (2017). Are Islamic and conventional money markets highly correlated? MGARCH-DCC and wavelet approaches (Master dissertation). INCEIF, Kuala Lumpur. Retrieved from https://ikr.inceif.org/handle/INCEIF/2744en_US
dc.identifier.urihttps://ikr.inceif.edu.my/handle/INCEIF/2744
dc.languageEnglish
dc.language.isoengen_US
dc.publisherINCEIFen_US
dc.rights2017. INCEIF
dc.sourceGS
dc.subjectMGARCHen_US
dc.subjectWaveleten_US
dc.subjectPLSen_US
dc.subjectIslamic money marketen_US
dc.subjectMudarabahen_US
dc.subjectLIBORen_US
dc.subjectProject paper (MSc)
dc.titleAre Islamic and conventional money markets highly correlated? MGARCH-DCC and wavelet approachesen_US
dc.typeMasteren_US
dlc.maintopicIslamic capital markets
dlc.subtopicIslamic interbank money market
dspace.entity.typePublication
ikr.doctypeTheses
ikr.licenseAvailable in physical copy (Call number: t HG 221 B152) and PDF format. Kindly email to kmc@inceif.org to access the item
ikr.topic.maintopicIslamic capital marketsen_US
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