MODELLING VOLATILITY SPILLOVER BETWEEN CONVENTIONAL AND ISLAMIC STOCK INDEX IN MALAYSIA
This paper analyzes the vollatility spillover between the conventional index in Malaysia FTSE Malaysia KLCI (KLSE) and the Islamic index in Malaysia FTSE Bursa Malaysia Shariah Index (FTFBMHS). Monthly observations spanning in a period from 2002 to 2018 are obtained from investing.com database. GA...
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| Główni autorzy: | , , |
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| Format: | Artigo |
| Język: | Inglês |
| Wydane: |
Institute for Human Rehabilitation
2020-09-01
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| Seria: | Human Research in Rehabilitation |
| Hasła przedmiotowe: | |
| Dostęp online: | https://human.ba/wpdm-package/full-text-192/?wpdmdl=1725&refresh=5f7b8993b44ec1601931667 |
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