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The role of gold as a hedge and safe haven in Shariah-compliant equities: a comparative study on emerging and developing markets

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dc.contributor.authorMohammad Hassan Shakil
dc.contributor.supervisorMohamed Eskandar Shah Mohd Rasid
dc.date.accessioned2017-04-27T11:05:09Z
dc.date.available2017-04-27T11:05:09Z
dc.date.issued2016
dc.description.abstractThe paper evaluates the role of gold as a hedge and safe haven by using daily data ranging from January 1996 to September 2016 for gold and Shariah-compliant equities of developed and emerging market index to bestow the status of a hedge at the time of normal market condition and safe haven asset at the time of financial downturns. We applied wavelet coherence technique to ascertain the best time-frequency for gold as a hedge and MGARCH-DCC to find out the reaction of gold to unfavorable market conditions ...en_US
dc.identifier.citationShakil, M. H. (2016). The role of gold as a hedge and safe haven in Shariah-compliant equities: a comparative study on emerging and developing markets (Master dissertation). INCEIF, Kuala Lumpur. Retrieved from https://ikr.inceif.org/handle/INCEIF/2386en_US
dc.identifier.urihttps://ikr.inceif.org/handle/INCEIF/2386
dc.languageEnglish
dc.language.isoengen_US
dc.publisherINCEIFen_US
dc.rights2016. INCEIF
dc.sourceGS
dc.subjectGold
dc.subjectShariah-compliant equities
dc.subjectWavelet coherence
dc.subjectMGARCH-DCC
dc.subjectProject paper (MSc)
dc.titleThe role of gold as a hedge and safe haven in Shariah-compliant equities: a comparative study on emerging and developing marketsen_US
dc.typeMasteren_US
dlc.maintopicIslamic capital markets
dlc.subtopicIslamic equity market
dspace.entity.typePublication
ikr.doctypeTheses
ikr.licenseAvailable in physical copy only (Call Number: t HG 4551 S527)
ikr.topic.maintopicIslamic capital marketsen_US
ikr.topic.subtopicIslamic capital markets::Islamic equity marketen_US
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