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Global financial shocks and stock market co-movements: an analysis of correlations of Islamic stock markets

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dc.contributor.authorSiti Zulaikha
dc.contributor.supervisorAbdul Kareem, Mohamed Ariff
dc.contributor.supervisorMohammed Masih, Abul Mansur
dc.date.accessioned2018-01-11T08:22:33Z
dc.date.available2018-01-11T08:22:33Z
dc.date.issued2017
dc.description.abstractThe study investigates the impact of the global financial shocks on the correlations between the stock market and interest rate on the one hand and that between conventional and Islamic stocks on the other. The countries investigated are Malaysia, Indonesia, the U.S., Japan, the U.K., Kuwait, Saudi Arabia, Qatar with the sample period from December 2004 to December 2012. Changes in correlations for different time scales or investment horizons levels with wavelet analysis were tested. It was found that correlations among Islamic and conventional stock markets in non-shock periods tend to be ...en_US
dc.identifier.citationSiti Zulaikha. (2017). Global financial shocks and stock market co-movements: an analysis of correlations of Islamic stock markets (Doctoral dissertation). INCEIF, Kuala Lumpur. Retrieved from https://ikr.inceif.org/handle/INCEIF/2774en_US
dc.identifier.urihttps://ikr.inceif.org/handle/INCEIF/2774
dc.languageEnglish
dc.language.isoengen_US
dc.publisherINCEIFen_US
dc.rights2017. INCEIF
dc.sourceGS
dc.subjectGlobal financial shocksen_US
dc.subjectIslamic stocksen_US
dc.subjectInterest ratesen_US
dc.titleGlobal financial shocks and stock market co-movements: an analysis of correlations of Islamic stock marketsen_US
dc.typePhDen_US
dlc.maintopicIslamic capital marketsen_US
dspace.entity.typePublication
ikr.doctypeTheses
ikr.licenseAvailable in physical copy and downloadable format (Call Number: t HG 4661 S623)
ikr.topic.maintopicIslamic capital marketsen_US
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