Analysis of relationships between Malaysia’s Islamic and conventional stock markets using wavelet techniques

A better understanding on the behavior of stock markets and their co-movement is obliged for investors and a country to diversify their investment risk. This study looks at Malaysia’s Islamic and conventional stock market indices and their relationship through Continuous Wavelet Transform and Wavele...

Ausführliche Beschreibung

Bibliographische Detailangaben

Hauptverfasser:	Mohammed, Siti Aisyah, Bakar, Mohd Aftar Abu, Ariff, Noratiqah Mohd
Format:	Tagungsbericht
Sprache:	eng
Schlagworte:	Coherence Continuous wavelet transform Dependence Investment Markets Securities markets Stock exchanges Wavelet analysis Wavelet transforms
Online-Zugang:	Volltext
Tags:	Tag hinzufügen Keine Tags, Fügen Sie den ersten Tag hinzu!