Browsing by Topic Conventional finance::Capital markets

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  • role_gold_financial_investment_malaysian_perspectives_mansor_baharom.pdf.jpg
  • Journal Article


  • Authors: Ibrahim, Mansor H.; Abdul Hamid, Baharom (2011)

  • The paper assesses whether gold investment provides diversification, hedge, or safe haven benefit for the case of Malaysia using daily data from August 2001 to March 2010. The results indicate that at best gold serves as a diversification asset for Malaysian investors. In the analysis, we also find changing investment role of gold in recent years marked by global financial market uncertainties. The hedge and safe haven properties of gold investment documented in the initial sub-sample have been degraded to only diversification property. Moreover, the extreme market conditions tend to weaken the role of gold as a diversification asset in financial portfolio formation.

  • Unraveling_the_financial_contagion_in_European_stock_markets_during_financial_crisis_dewandaru_et_al.pdf.jpg
  • Journal Article


  • Authors: Dewandaru, Ginanjar; Masih, Rumi; Mohammed Masih, Abul Mansur (2018)

  • The article investigates the evidence of financial contagion and market integration in selected European equity markets during nine major crises across regions. The focus is to identify whether (i) contagion evidence is pure or fundamental and (ii) dynamic evolution of integration is in the short run or long run. Wavelet decomposition in both its discrete and continuous forms is used. The findings reveal the following: (i) prior to the subprime crisis, contagion effects generated short-term shocks. The most recent US subprime crisis, however, reveals the evidence of fundamental based contagion. (ii) We find increasing short-run and long-run stock market integration, driven by several ...

Browsing by Topic Conventional finance::Capital markets

Jump to: 0-9 A B C D E F G H I J K L M N O P Q R S T U V W X Y Z
or enter first few letters:  
Showing results 26 to 27 of 27
  • role_gold_financial_investment_malaysian_perspectives_mansor_baharom.pdf.jpg
  • Journal Article


  • Authors: Ibrahim, Mansor H.; Abdul Hamid, Baharom (2011)

  • The paper assesses whether gold investment provides diversification, hedge, or safe haven benefit for the case of Malaysia using daily data from August 2001 to March 2010. The results indicate that at best gold serves as a diversification asset for Malaysian investors. In the analysis, we also find changing investment role of gold in recent years marked by global financial market uncertainties. The hedge and safe haven properties of gold investment documented in the initial sub-sample have been degraded to only diversification property. Moreover, the extreme market conditions tend to weaken the role of gold as a diversification asset in financial portfolio formation.

  • Unraveling_the_financial_contagion_in_European_stock_markets_during_financial_crisis_dewandaru_et_al.pdf.jpg
  • Journal Article


  • Authors: Dewandaru, Ginanjar; Masih, Rumi; Mohammed Masih, Abul Mansur (2018)

  • The article investigates the evidence of financial contagion and market integration in selected European equity markets during nine major crises across regions. The focus is to identify whether (i) contagion evidence is pure or fundamental and (ii) dynamic evolution of integration is in the short run or long run. Wavelet decomposition in both its discrete and continuous forms is used. The findings reveal the following: (i) prior to the subprime crisis, contagion effects generated short-term shocks. The most recent US subprime crisis, however, reveals the evidence of fundamental based contagion. (ii) We find increasing short-run and long-run stock market integration, driven by several ...