Co-movements between Islamic and conventional stock markets: an empirical evidence
This paper examines the co-movement between the Islamic (Shariah compliant) and conventional stock indices. Using data from Bangladesh and Malaysia from 25 January, 2011 to 31 May, 2018, the study employs the co-integration approach and Vector Error Correction Model (VECM). The results reveal th...
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| Main Authors: | , , , |
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| Format: | Article |
| Language: | en |
| Published: |
Penerbit Universiti Kebangsaan Malaysia
2020
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| Online Access: | http://journalarticle.ukm.my/17078/1/jeko_54%283%29-3.pdf http://journalarticle.ukm.my/17078/ https://www.ukm.my/fep/jem/content/2020-3.html |
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