Malaysian investors' perspectives on the integration and co- movement of Islamic stock markets in developed and developing countries
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This chapter attempts to analyse the extent of financial integration of Islamic stock markets in two developed (the US and Japan) and two developing countries (China and India). The study takes the perspectives of the Malaysian Islamic investors in making their decisions about portfolio diversification, risk management and asset allocation. Despite the growing interest in Islamic finance, there are a few empirical studies investigating integration of Islamic stock markets. As a result, there is a certain gap in the literature pertaining to this area of research. By applying recent relevant techniques such as MGARCH-DCC and wavelets (both CWT and MODWT) ... Available in physical copy only (Call Number: BP 173.75 H236)
Islamic stock markets , Malaysian investors perspectives , Developed countries
Naseri, Marjan, Alhabshi, Syed Othman & Mohammed Masih, Abul Mansur. (2017). Malaysian investors' perspectives on the integration and co- movement of Islamic stock markets in developed and developing countries. In M. Kabir Hassan (Ed.), Handbook of empirical research on Islam and economic life (pp. 624-656). Cheltenham, United Kingdom: Edward Elgar Publishing Limited.
Edward Elgar Publishing Limited