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A wavelet approach to timescale relationships among the Islamic and conventional stock markets and LIBOR

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dc.contributor.authorAbdelKader Ouatik El Alaoui
dc.contributor.authorGinanjar Dewandaru
dc.contributor.authorAbul Mansur Mohammed Masih
dc.contributor.authorObiyathulla Ismath Bacha
dc.date.accessioned2017-09-19T14:22:47Z
dc.date.available2017-09-19T14:22:47Z
dc.date.issued2017
dc.description.abstractA series of financial crises in recent times resulted in an increase in contagion and correlations between assets making investments in conventional securities a little more unsafe. Therefore, global investors started looking for alternative assets to diversify their portfolios. One of the alternative assets that has been growing very fast over the recent period is the Islamic financial sectors which has been growing at an average rate of 15 percent to 20 percent per annum over the past decade. The risk-return profile of Islamic products, such as Islamic stocks, is expected to be different from that of conventional stocks.en_US
dc.identifier.citationEl Alaoui, A. O., Dewandaru, G., Bacha, O. I., & Mohammed Masih, A. M. (2017). A wavelet approach to timescale relationships among the Islamic and conventional stock markets and LIBOR. In M. Kabir Hassan (Ed.), Handbook of empirical research on Islam and economic life (pp. 657-684). Cheltenham, United Kingdom: Edward Elgar Publishing Limited.en_US
dc.identifier.isbn9781784710729
dc.identifier.urihttps://ikr.inceif.edu.my/handle/INCEIF/2678
dc.languageEnglish
dc.language.isoengen_US
dc.publisherEdward Elgar Publishing Limiteden_US
dc.rights2017. Edward Elgar Publishing Limited
dc.sourceSEDONA
dc.subjectWavelet approachen_US
dc.subjectStock marketsen_US
dc.subjectIslamic stocksen_US
dc.subjectConventional stocksen_US
dc.subjectLIBORen_US
dc.subjectIslamic equityen_US
dc.titleA wavelet approach to timescale relationships among the Islamic and conventional stock markets and LIBORen_US
dc.typeChapter in Booken_US
dlc.maintopicIslamic capital marketsen_US
dspace.entity.typePublication
ikr.doctypeScholarly Works
ikr.licenseAvailable in physical copy only (Call Number: BP 173.75 H236)
ikr.topic.maintopicIslamic capital marketsen_US
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