Publication:
The role of gold as a hedge and safe haven in Shariah-compliant equities: a comparative study on emerging and developing markets
| DC Field | Value | |
|---|---|---|
| dc.contributor.author | Mohammad Hassan Shakil | |
| dc.contributor.supervisor | Mohamed Eskandar Shah Mohd Rasid | |
| dc.date.accessioned | 2017-04-27T11:05:09Z | |
| dc.date.available | 2017-04-27T11:05:09Z | |
| dc.date.issued | 2016 | |
| dc.description.abstract | The paper evaluates the role of gold as a hedge and safe haven by using daily data ranging from January 1996 to September 2016 for gold and Shariah-compliant equities of developed and emerging market index to bestow the status of a hedge at the time of normal market condition and safe haven asset at the time of financial downturns. We applied wavelet coherence technique to ascertain the best time-frequency for gold as a hedge and MGARCH-DCC to find out the reaction of gold to unfavorable market conditions ... | en_US |
| dc.identifier.citation | Shakil, M. H. (2016). The role of gold as a hedge and safe haven in Shariah-compliant equities: a comparative study on emerging and developing markets (Master dissertation). INCEIF, Kuala Lumpur. Retrieved from https://ikr.inceif.org/handle/INCEIF/2386 | en_US |
| dc.identifier.uri | https://ikr.inceif.edu.my/handle/INCEIF/2386 | |
| dc.language | English | |
| dc.language.iso | eng | en_US |
| dc.publisher | INCEIF | en_US |
| dc.rights | 2016. INCEIF | |
| dc.source | GS | |
| dc.subject | Gold | |
| dc.subject | Shariah-compliant equities | |
| dc.subject | Wavelet coherence | |
| dc.subject | MGARCH-DCC | |
| dc.subject | Project paper (MSc) | |
| dc.title | The role of gold as a hedge and safe haven in Shariah-compliant equities: a comparative study on emerging and developing markets | en_US |
| dc.type | Master | en_US |
| dlc.maintopic | Islamic capital markets | |
| dlc.subtopic | Islamic equity market | |
| dspace.entity.type | Publication | |
| ikr.doctype | Theses | |
| ikr.license | Available in physical copy only (Call Number: t HG 4551 S527) | |
| ikr.topic.maintopic | Islamic capital markets | en_US |
| ikr.topic.subtopic | Islamic capital markets::Islamic equity market | en_US |
| Appears in Collections |