The interactions between gold and shariah compliant equities:the application of wavelet and multivariate GARCH analysis
The paper evaluates the interaction between gold and Islamic equities as a hedge and safe haven by using daily data ranging from January 1996 to September 2016 of developed and emerging market index to bestow the status of a hedge at the time of normal market condition and safe haven asset at the...
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| Main Authors: | , , |
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| Format: | Conference or Workshop Item |
| Language: | English |
| Published: |
Universiti Tunku Abdul Rahman ( UTAR )
2017
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| Subjects: | |
| Online Access: | http://irep.iium.edu.my/56988/14/56988_THE%20INTERACTIONS%20BETWEEN%20GOLD_latters.pdf http://irep.iium.edu.my/56988/ http://www.mfa.com.my/ |
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