Co-movements between Islamic and conventional stock markets: an empirical evidence
This paper examines the co-movement between the Islamic (Shariah compliant) and conventional stock indices. Using data from Bangladesh and Malaysia from 25 January, 2011 to 31 May, 2018, the study employs the co-integration approach and Vector Error Correction Model (VECM). The results reveal that t...
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| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Penerbit Universiti Kebangsaan Malaysia
2020
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| Online Access: | http://psasir.upm.edu.my/id/eprint/88197/1/ABSTRACT.pdf http://psasir.upm.edu.my/id/eprint/88197/ https://www.ukm.my/jem/article/co-movements-between-islamic-and-conventional-stock-markets-an-empirical-evidence/ |
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