Open AccessCo-movements between Islamic and Conventional Stock Markets: An Empirical Evidence
Author(s) -
Mohammad Sahabuddin,
Junaina Muhammad,
Mohamed Hisham Yahya,
Sabarina Mohammed Shah
Publication year - 2020
Publication title -
jurnal ekonomi malaysia
Language(s) - English
Resource type - Journals
ISSN - 0127-1962
DOI - 10.17576/jem-2020-5403-03
Subject(s) - variance decomposition of forecast errors , econometrics , stock (firearms) , error correction model , islam , economics , vector autoregression , short run , long memory , stock price , financial economics , monetary economics , cointegration , geography , volatility (finance) , archaeology , paleontology , series (stratigraphy) , biology