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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| Автори: | , , |
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| Формат: | Artigo |
| Мова: | Inglês |
| Опубліковано: |
Institute for Human Rehabilitation
2020-09-01
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| Серія: | Human Research in Rehabilitation |
| Предмети: | |
| Онлайн доступ: | https://human.ba/wpdm-package/full-text-192/?wpdmdl=1725&refresh=5f7b8993b44ec1601931667 |
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