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Risk-return characteristics of Islamic equity indices: multi-timescales analysis

Dewandaru, Ginanjar; Obiyathulla Ismath Bacha; Masih, … - In: Journal of multinational financial management 29 (2015), pp. 115-138

Persistent link: https://www.econbiz.de/10011539519

Linkages and co-movement between international stock market returns : case of Dow Jones Islamic Dubai Financial Market index

Alaoui, Abdelkader O. el; Dewandaru, Ginanjar; Rosly, … - In: Journal of international financial markets, … 36 (2015), pp. 53-70

Persistent link: https://www.econbiz.de/10011474903

Stock Market Co-Movements : Islamic Versus Conventional Equity Indices with Multi-Timescales Analysis

Dewandaru, Ginanjar - 2015

This study examines market co-movements in Islamic and mainstream equity markets across different regions in order to discover contagion during 9 major crises and to measure integration between markets. Using wavelet decomposition to unveil the multi-horizon nature of co-movement, we find that...

Persistent link: https://www.econbiz.de/10013012911

Do Islamic stock indices perform better than conventional counterparts? : an empirical investigation of sectoral efficiency

Nafis Alam; Arshad, Shaista; Rizvi, Syed Aun Raza - In: Review of financial economics : RFE 31 (2016), pp. 108-114

Persistent link: https://www.econbiz.de/10011636946

Financial market risks during the COVID-19 pandemic

Haroon, Omair; Mohsin Ali; Khan, Abdullah; Khattak, … - In: Emerging markets, finance & trade : a journal of the … 57 (2021) 8, pp. 2407-2414

Persistent link: https://www.econbiz.de/10012549916

Understanding time-varying systematic risks in Islamic and conventional sectoral indices

Rizvi, Syed Aun Raza; Arshad, Shaista - In: Economic modelling 70 (2018), pp. 561-570

Persistent link: https://www.econbiz.de/10012027984

Does implied volatility (or fear index) affect Islamic stock returns and conventional stock returns differently? : wavelet-based Granger-causality, asymmetric quantile regression and NARDL approaches

Karim, Muhammad Mahmudul; Kawsar, Najmul Haque; Ariff, … - In: Journal of international financial markets, … 77 (2022), pp. 1-44

Persistent link: https://www.econbiz.de/10013357245

Is the global leadership of the US financial market over other financial markets shaken by 2007-2009 financial crisis? Evidence from Wavelet Analysis

Saiti, Buerhan; Bacha, Obiyathulla; Masih, Mansur - Volkswirtschaftliche Fakultät, … - 2014

The issue of market linkages (and price discovery) between stock indices and the lead-lag relationship are topics of interest to financial economists, financial managers and analysts. The lead-lag relationship analysis should take into account both the short and long-run investor. From a...

Persistent link: https://www.econbiz.de/10011112304

Portfolio diversification benefits of Islamic investors with their major trading partners : evidence from Malaysia based on MGARCH-DCC and wavelet approaches

Rahim, Adam Mohamed; Masih, Mansur - In: Economic modelling 54 (2016), pp. 425-438

Persistent link: https://www.econbiz.de/10011642223