Assessing the Asymmetric Impact of Oil Price on Islamic Stocks in Malaysia: New Evidence from Non-Linear Ardl
This paper examines the asymmetric impact of oil price on Malaysia Islamic stocks. Using non-linear ADRL cointegration methodology, the paper finds evidence suggesting that ignoring the intrinsic nonlinearities may lead to misleading inference. In particular, the results reveal significant differenc...
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| Main Authors: | , |
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| Format: | Article |
| Language: | English en_US |
| Published: |
Universiti Sains Islam Malaysia
2024
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| Subjects: | |
| Online Access: | http://jmifr.usim.edu.my/index.php/jmifr/article/view/27 |
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