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.date.accessioned | 2018-07-05T07:26:34Z | |
| dc.date.available | 2018-07-05T07:26:34Z | |
| dc.date.issued | 2017 | |
| dc.description.abstract | Recently there has been heightened concern over "contagion" in the conventional financial markets. This study is motivated by the desire to test empirically whether the contagion seen in conventional stock indexes are also present amongst Shari'ah-compliant stock indexes. A key issue in testing for both Islamic and conventional financial market contagion is to draw a distinction between "excessive" and normal co-movements across financial markets. A distinction between contagion and interdependence during periods of high volatility in financial markets has important implications for the asset allocation strategy of risk managers and for policymakers' optimal policy response to a crisis. | en_US |
| dc.identifier.citation | Saiti, Buerhan. (2017). Testing the contagion between conventional and Shari'ah-compliant stock indexes: a multi country study usinf wavelet analysis. IF Hub, 6 (September 2017), pp. 16-17. | en_US |
| dc.identifier.issn | 0127-9998 | |
| dc.identifier.uri | https://ikr.inceif.edu.my/handle/INCEIF/2914 | |
| dc.language | English | |
| dc.language.iso | en | en_US |
| dc.publisher | INCEIF | en_US |
| dc.rights | 2017. INCEIF | |
| dc.source | SEDONA | |
| dc.subject | Contagion | en_US |
| dc.subject | Conventional stock indexes | en_US |
| dc.subject | Shari'ah compliant stock indexes | en_US |
| dc.subject | Wavelet analysis | en_US |
| dc.title | Testing the contagion between conventional and Shari'ah-compliant stock indexes: a multi country study using wavelet analysis | en_US |
| dc.type | Newsletter & Bulletin | en_US |
| dlc.maintopic | Islamic capital markets | en_US |
| dspace.entity.type | Publication | |
| ikr.doctype | Expert Insights | |
| ikr.topic.maintopic | Islamic capital markets | en_US |
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