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This study investigates the impact of macroeconomic instabilities on returns volatility spillover that is transmitted from the global to the Islamic equity market. The economic factors examined are the exchange rate, inflation rate, interest rate, and pro- duction growth. To achieve the purpose...
Persistent link: https://www.econbiz.de/10012664825
This study investigates the impact of macroeconomic instabilities on returns volatility spillover that is transmitted from the global to the Islamic equity market. The economic factors examined are the exchange rate, inflation rate, interest rate, and pro- duction growth. To achieve the purpose...
Persistent link: https://www.econbiz.de/10013204661