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Exploring portfolio diversification opportunities through venture capital financing
Jaffar, Yusuf; Masih, Mansur - Volkswirtschaftliche Fakultät, … - 2014
Increasingly Islamic financial institutions are being pressured by critics to offer profit and loss sharing (PLS) financing for the purpose of entrepreneurial development. We believe the growth of PLS can be incentivized by increasing the participation of Islamic asset managers and mutual funds...
Persistent link: https://www.econbiz.de/10011185381
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The Role of Gold as a Hedge and Safe Haven in Shariah-Compliant Portfolios
Nagayev, Ruslan; Masih, Mansur - Volkswirtschaftliche Fakultät, … - 2013
The paper is the first attempt to evaluate the role of gold as a hedge (negative or low correlation with equities in normal market conditions) and safe haven (negative or low correlation in times of market turbulence) by using the daily data for gold and Shariah-compliant equities ranging from...
Persistent link: https://www.econbiz.de/10011107408
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The Volatility and Correlations of Stock Returns of Some Crisis-Hit Countries: US, Greece, Thailand and Malaysia: Evidence from MGARCH-DCC applications
Masih, Mansur; Majid, Hamdan Abdul - Volkswirtschaftliche Fakultät, … - 2013
is that the contagion effect takes place early in the crisis and that herding behaviour dominates the latter stages of … from international diversification by holding a portfolio consisting of diverse stocks from these contagion countries …
Persistent link: https://www.econbiz.de/10011108726
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Uncertainty and Volatility in MENA Stock Markets During the Arab Spring
Al Shugaa, Ameen; Masih, Mansur - Volkswirtschaftliche Fakultät, … - 2014
and Kuwait. This analysis also permits testing the existence of financial contagion among equity markets in the MENA … contagion in the eight MENA stock markets, we apply two robust methodologies on data from November 2008 to March 2014: MGARCH … financial contagion during the Arab Spring suggests that there is little evidence of cointegration among MENA markets implying …
Persistent link: https://www.econbiz.de/10011112597
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Estimating and Forecasting Conditional Volatility and Correlations of the Dow Jones Islamic Stock Market Index Using Multivariate GARCH-DCC
Omer, Gamal Salih; Masih, Mansur - Volkswirtschaftliche Fakultät, … - 2014
Volatility is a measure of variability in the price of an asset and is associated with unpredictability and uncertainty about the price. Even it is a synonym for risk; higher volatility means higher risk in the respective context. With regard to stock market, the extent of variation in stock...
Persistent link: https://www.econbiz.de/10011112643
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Portfolio diversification strategy for Malaysia: International and sectoral perspectives
Hakim, Idwan; Masih, Mansur - Volkswirtschaftliche Fakultät, … - 2014
The focus of this paper is to investigate the potential for portfolio diversification strategies based on investing across international markets or economic sectors, using Malaysia as a case study. Analysing the comovement and correlation between returns and volatilities of the different markets...
Persistent link: https://www.econbiz.de/10011113975
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The dynamics of Australian stock indices and commodities based on MGARCH-DCC and wavelet techniques
Abdullah, Ahmad Monir; Wahab, Hishamuddin Abdul; … - In: Cogent Business & Management 9 (2022) 1, pp. 1-29
wavelet transform (MODWT) are employed to discern the correlation and volatilities of the variables. The paper's unique …
Persistent link: https://www.econbiz.de/10014505734
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The dynamics of Australian stock indices and commodities based on MGARCH-DCC and wavelet techniques
Ahmad Monir Abdullah; Hishamuddin Abdul Wahab; Mohd … - In: Cogent business & management 17 (2022) 1, pp. 1-29
wavelet transform (MODWT) are employed to discern the correlation and volatilities of the variables. The paper's unique …
Persistent link: https://www.econbiz.de/10014444809
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Do Portfolio Diversification Opportunities exist across the Euro Zone Islamic Equity Markets? MGARCH-DCC and Wavelet Correlation Analysis
Ilhan, Bilal; Masih, Mansur - Volkswirtschaftliche Fakultät, … - 2014
the recent econometric methodologies (M-GARCH/DCC, MODWT, and CWT/WTC). Hence, the unique contribution of this research is …
Persistent link: https://www.econbiz.de/10011111589
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Integration and Comovement of Developed and Emerging Islamic Stock Markets: A Case Study of Malaysia
Naseri, Marjan; Masih, Mansur - Volkswirtschaftliche Fakultät, … - 2014
This paper attempts to analyse the extent of financial integration of two developed (the U.S. and Japan) and two emerging Islamic stock markets (China and India) with the Malaysian Islamic stock market in order for the Malaysian financial traders to make decision about their portfolio...
Persistent link: https://www.econbiz.de/10011111967