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The Effects of the Introduction Syariah Index To the Bursa Malaysia Stock Index and Bursa Malaysia Stock Index Futures

This study tries to investigate the effect of introduction of Syariah Index to the price relationships and volatility transmissions between the Bursa Malaysia stock Index and Bursa Malaysia Stock Index Futures. In addition, it also tries to find the relationships between Bursa Malaysia Stock Inde...

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Bibliographic Details
Main Authors: Ismail Ahmad, Fahmi Abdul Rahim, Jaafar Pyeman, Asmaddy Haris
Format: Article
Language:English
Published: Universiti Sains Islam Malaysia 2012
Subjects:
Spot-futures
Syariah index
Lead-lag
Volatility
VAR GJR-GARCH
Islamic financial markets
Online Access:http://ddms.usim.edu.my/handle/123456789/5359
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http://ddms.usim.edu.my/handle/123456789/5359

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