Shariah index and macroeconomic variables: the impact of new Shariah screening criteria
The paper aims to study the relationship between selected macroeconomic variables and Malaysia Shariah Index after the adjustment of the screening process. It also attempts to look at how the new screening process impacts the performance of the Shariah index. To achieve these aims, this study used Auto Regressive Distributive Lag (ARDL) to look at the long-run and short-run relationships of the macroeconomic variables towards the FTSE EMAS Shariah Index ...
Shariah index , Screening , Stock market , Auto Regressive Distributive Lag (ARDL)
Mohd Rozlan, Ahmad Ridza. (2017). Shariah index and macroeconomic variables: the impact of new Shariah screening criteria (Master dissertation). INCEIF, Kuala Lumpur. Retrieved from https:. INCEIF, Kuala Lumpur. Retrieved from https://ikr.inceif.org/handle/INCEIF/2634