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Financial market integration and its risk sharing implication in selected Islamic countries

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dc.contributor.authorNurrul Iiyana Mahmud
dc.contributor.supervisorShamsher Mohamad Ramadili Mohd
dc.contributor.supervisorMohamed Eskandar Shah Mohd Rasid
dc.date.accessioned2018-01-11T08:22:33Z
dc.date.available2018-01-11T08:22:33Z
dc.date.issued2017
dc.description.abstractThis 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 ...en_US
dc.identifier.citationMahmud, N. I. (2017). Financial market integration and its risk sharing implication in selected Islamic countries (Doctoral dissertation). INCEIF, Kuala Lumpur. Retrieved from https://ikr.inceif.org/handle/INCEIF/2776en_US
dc.identifier.urihttps://ikr.inceif.org/handle/INCEIF/2776
dc.languageEnglish
dc.language.isoengen_US
dc.publisherINCEIFen_US
dc.rights2017. INCEIF
dc.sourceGS
dc.subjectFinancial market integrationen_US
dc.subjectWelfare gainsen_US
dc.subjectRisk sharingen_US
dc.subjectThresholden_US
dc.titleFinancial market integration and its risk sharing implication in selected Islamic countriesen_US
dc.typePhDen_US
dlc.maintopicIslamic financeen_US
dspace.entity.typePublication
ikr.doctypeTheses
ikr.licenseAvailable in physical copy and downloadable format (Call Number: t HG 4523 N974)
ikr.topic.maintopicIslamic financeen_US
relation.isAuthorOfPublication33b91dde-0170-454c-8f2b-ec4b208837b9
relation.isAuthorOfPublication33b91dde-0170-454c-8f2b-ec4b208837b9
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