Diagnostic of Innovations and Volatility Persistence in Emerging Markets Evidence from Sukuk and Stock Indices
Thispaper analysisthe persistence of shock and volatility of both Islamic and conventional financial markets, as well as the natural correlation between those markets. This study used the Bivariate BEKK-GARCH(1,1) model to examine the persistence of shock and volatilit...
Sábháilte in:
| Príomhchruthaitheoirí: | , , |
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| Formáid: | Artigo |
| Teanga: | Inglês |
| Foilsithe / Cruthaithe: |
Faculty of Islamic Economics and Business - Universitas Islam Negeri K.H. Abdurrahman Wahid Pekalongan
2020-12-01
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| Sraith: | International Journal of Islamic Business and Economics (IJIBEC) |
| Ábhair: | |
| Rochtain ar líne: | http://e-journal.iainpekalongan.ac.id/index.php/IJIBEC/article/view/2355/1765 |
| Clibeanna: |
Níl clibeanna ann, Bí ar an gcéad duine le clib a chur leis an taifead seo!
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