Co-movement dynamics between global sukuk and bond markets: new insights from a wavelet analysis
Purpose – Market links (and price discovery) between financial assets and lead–lag relationships are topics of interest for financial economists, financial managers and analysts. The lead–lag relationship analysis should consider both short and long-term investors. From a portfolio diversification...
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Main Authors: | Bhuiyan, Rubaiyat Ahsan, Rahman, Maya Puspa, Saiti, Buerhan, Mat Ghani, Gairuzazmi |
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Format: | Article |
Language: | English English English |
Published: |
Emerald Group Publishing Ltd.
2019
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Subjects: | |
Online Access: | http://irep.iium.edu.my/73654/25/73654_Co-movement%20dynamics%20between_article.pdf http://irep.iium.edu.my/73654/19/73654_Co-movement%20dynamics%20between%20global%20sukuk_Scopus.pdf http://irep.iium.edu.my/73654/26/73654_Co-movement%20dynamics%20between_wos.pdf http://irep.iium.edu.my/73654/ https://www.emerald.com/insight/content/doi/10.1108/IJOEM-12-2017-0521/full/html |
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