Gupta, Rangan; Hammoudeh, Shawkat; Simo-Kengne, Beatrice D. - Department of Economics, Faculty of Economic and … - 2013
This study employs fourteen global economic and financial variables to predict the return of the Islamic stock market as identified by the Dow Jones Islamic stock market. It implements alternative forecasting methods and allows for nonlinearity in the multivariate predictive regressions by...