Publication:
Testing the contagion between conventional and Shari'ah-compliant stock indexes: a multi country study using wavelet analysis
| DC Field | Value | |
|---|---|---|
| dc.contributor.author | Buerhan Saiti | |
| dc.contributor.supervisor | Abul Mansur Mohammed Masih | |
| dc.contributor.supervisor | Obiyathulla Ismath Bacha | |
| dc.date.accessioned | 2017-04-27T11:06:11Z | |
| dc.date.available | 2017-04-27T11:06:11Z | |
| dc.date.issued | 2012 | |
| dc.description.abstract | This study is motivated by the desire to test empirically whether the contagion seen in conventional stock indexes are also present amongst Sharia'ah-compliant stock indexes. This study is the first attempt at testing whether there has been any contagion among the Shari'ah-compliant stock indexes during the most recent international financial crisis - the US subprime crisis of 2007-2009. The study uses a technique known as the "wavelet approach" which has been very recently imported to finance from engineering sciences ... | en_US |
| dc.identifier.citation | Saiti, B. (2012). Testing the contagion between conventional and Shari'ah-compliant stock indexes: a multi country study using wavelet analysis (Doctoral dissertation). INCEIF, Kuala Lumpur. Retrieved from https://ikr.inceif.org/handle/INCEIF/2394 | en_US |
| dc.identifier.uri | https://ikr.inceif.edu.my/handle/INCEIF/2394 | |
| dc.language | English | |
| dc.language.iso | eng | en_US |
| dc.publisher | INCEIF | en_US |
| dc.rights | 2012. INCEIF | |
| dc.source | GS | |
| dc.subject | Contagion | |
| dc.subject | Shari'ah compliant stock index | |
| dc.subject | Conventional stock index | |
| dc.subject | Cointegration test | |
| dc.subject | Wavelet correlation | |
| dc.subject | Wavelet-cross-correlation | |
| dc.subject | Wavelet coherence | |
| dc.subject | DCC-MGARCH | |
| dc.title | Testing the contagion between conventional and Shari'ah-compliant stock indexes: a multi country study using wavelet analysis | en_US |
| dc.type | PhD | en_US |
| dlc.maintopic | Islamic capital markets | en_US |
| dspace.entity.type | Publication | |
| ikr.doctype | Theses | |
| ikr.license | Available in physical copy only (Call Number: t KBP 940.2 B928) | |
| ikr.topic.maintopic | Islamic capital markets | en_US |
| relation.isAuthorOfPublication | 8e8de113-9c2e-4faf-8482-04f179564a0e | |
| relation.isAuthorOfPublication | 8e8de113-9c2e-4faf-8482-04f179564a0e | |
| Appears in Collections |