Browse by Author "Nurrul Iiyana Mahmud"
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- PublicationFinancial market integration and its risk sharing implication in selected Islamic countriesNurrul Iiyana Mahmud; Shamsher Mohamad Ramadili Mohd; Mohamed Eskandar Shah Mohd Rasid (INCEIF, 2017)
This study empirically investigates the financial integration threshold effects and risk sharing implication for Islamic countries from 1980 - 2011. The study utilizes threshold effect technique for the non-dynamic panel introduced by Hansen (1999). We focus on the four different types of financial market integration measures, which are (i) full financial market (ii) equities (iii) capital market and (iv) governance. We found that there is single threshold effect for equities and governance and a double threshold effect for full financial market integration and capital market ...
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