Unveiling the diversification benefits of Islamic equities and commodities: evidence from multivariate-GARCH and continuous wavelet analysis
Purpose: This study examines the extent to which the Indonesian Shariah compliant investors can benefits from the portfolio diversification with the Islamic indices of its trading partners and selected commodities such as gold, crude oil, and cocoa. Methodology: We use daily time series data coverin...
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| Main Authors: | , , , |
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| Format: | Article |
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Emerald Publishing Limited
2018
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| Subjects: | |
| Online Access: | http://eprints.utm.my/id/eprint/84088/ http://dx.doi.org/10.1108/MF-08-2017-0278 |
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