Syariah Index and Portfolia Index: Evidence from Cointegration

The main objective of this study is to identify the nature of the relationship between the Syariah index and portfolio investment. Using the cointegration procedure, a long run steady state relationship between the Syariah index and portfolio invstment is established. We found a unilateral Granger c...

Full description

Saved in:
Bibliographic Details
Main Authors: Tajul Ariffin Masron, Anuar Abd Wahab
Format: Article
Language:English
Published: Universiti Sains Islam Malaysia 2012
Subjects:
Online Access:http://ddms.usim.edu.my/handle/123456789/5345
Tags: Add Tag
No Tags, Be the first to tag this record!

Similar Items