Monotonic correlation diagnostics of share price volatility for shariah-compliant Islamic bank: a new insight of Islamic financial engineering
The objective of this paper is to analyze the relationship between volatility rates and return rates for a share price of Bank Islam Malaysia Berhad (BIMB) from the year 2010 until 2016. The maximum volatility rate is 3.96 in July 2011, while the minimum volatility rate is 0.46 in April 2014. Next,...
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| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Inovatus Services Ltd.
2017
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| Subjects: | |
| Online Access: | http://repo.uum.edu.my/26305/1/IJMSBA%203%202%202017%207%2016.pdf http://repo.uum.edu.my/26305/ http://doi.org/10.18775/ijmsba.1849-5664-5419.2014.32.1001 |
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