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dc.contributor.authorSaiti, Buerhan-
dc.date.accessioned2017-04-27T11:06:11Z-
dc.date.available2017-04-27T11:06:11Z-
dc.date.issued2012-
dc.identifier.citationSaiti, Buerhan. (2012). Testing the contagion between conventional and shari'ah-compliant stock indexes : a multi country study using wavelet analysis (Doctoral dissertation). INCEIF, Kuala Lumpur. Retrieved from https://ikr.inceif.org/handle/INCEIF/2394en_US
dc.identifier.urihttps://ikr.inceif.org/handle/INCEIF/2394-
dc.description.abstractThis study is motivated by the desire to test empirically whether the contagion seen in conventional stock indexes are also present amongst Sharia'ah-compliant stock indexes. This study is the first attempt at testing whether there has been any contagion among the Shari'ah-compliant stock indexes during the most recent international financial crisis - the US subprime crisis of 2007-2009. The study uses a technique known as the "wavelet approach" which has been very recently imported to finance from engineering sciences ... Available in physical copy only (Call Number: t KBP 940.2 B928 )en_US
dc.languageEnglish-
dc.language.isoenen_US
dc.publisherINCEIFen_US
dc.rights2012. INCEIF-
dc.sourceGS-
dc.subjectContagion-
dc.subjectShari'ah compliant stock index-
dc.subjectConventional stock index-
dc.subjectCointegration test-
dc.subjectWavelet correlation-
dc.subjectWavelet-cross-correlation-
dc.subjectWavelet coherence-
dc.subjectDCC-MGARCH-
dc.titleTesting the contagion between conventional and shari'ah-compliant stock indexes : a multi country study using wavelet analysisen_US
dc.typePhDen_US
ikr.topic.maintopicIslamic capital marketsen_US
ikr.doctypeTheses-
dc.contributor.supervisorMohammed Masih, Abul Mansur-
dc.contributor.supervisorBacha, Obiyathulla Ismath-
Appears in Collections:PhD


There are no files associated with this item.
Full metadata record
DC FieldValueLanguage
dc.contributor.authorSaiti, Buerhan-
dc.date.accessioned2017-04-27T11:06:11Z-
dc.date.available2017-04-27T11:06:11Z-
dc.date.issued2012-
dc.identifier.citationSaiti, Buerhan. (2012). Testing the contagion between conventional and shari'ah-compliant stock indexes : a multi country study using wavelet analysis (Doctoral dissertation). INCEIF, Kuala Lumpur. Retrieved from https://ikr.inceif.org/handle/INCEIF/2394en_US
dc.identifier.urihttps://ikr.inceif.org/handle/INCEIF/2394-
dc.description.abstractThis study is motivated by the desire to test empirically whether the contagion seen in conventional stock indexes are also present amongst Sharia'ah-compliant stock indexes. This study is the first attempt at testing whether there has been any contagion among the Shari'ah-compliant stock indexes during the most recent international financial crisis - the US subprime crisis of 2007-2009. The study uses a technique known as the "wavelet approach" which has been very recently imported to finance from engineering sciences ... Available in physical copy only (Call Number: t KBP 940.2 B928 )en_US
dc.languageEnglish-
dc.language.isoenen_US
dc.publisherINCEIFen_US
dc.rights2012. INCEIF-
dc.sourceGS-
dc.subjectContagion-
dc.subjectShari'ah compliant stock index-
dc.subjectConventional stock index-
dc.subjectCointegration test-
dc.subjectWavelet correlation-
dc.subjectWavelet-cross-correlation-
dc.subjectWavelet coherence-
dc.subjectDCC-MGARCH-
dc.titleTesting the contagion between conventional and shari'ah-compliant stock indexes : a multi country study using wavelet analysisen_US
dc.typePhDen_US
ikr.topic.maintopicIslamic capital marketsen_US
ikr.doctypeTheses-
dc.contributor.supervisorMohammed Masih, Abul Mansur-
dc.contributor.supervisorBacha, Obiyathulla Ismath-
Appears in Collections:PhD


There are no files associated with this item.