Return performance, leverage effect, and volatility spillover in Islamic stock indices evidence from DJIMI, FTSEGII and KLSI
Mohamed Albaity; Rubi Ahmad
| Year of publication: |
2011
|
|---|---|
| Authors: | Albaity, Mohamed ; Rubi Ahmad |
| Published in: |
Investment management and financial innovations. - Sumy : Publishing Company "Business Perspectives", ISSN 1810-4967, ZDB-ID 2467221-X. - Vol. 8.2011, 3, p. 161-171
|
| Subject: | Aktienindex | Stock index | Islamisch | Islamic | Kapitaleinkommen | Capital income | Volatilität | Volatility | Spillover-Effekt | Spillover effect | ARCH-Modell | ARCH model | USA | United States | Großbritannien | United Kingdom | Malaysia |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009422189