A wavelet-based approach to testing shari’ah-compliant stock market contagion:evidence from the ASEAN countries

Recently there has been a heightened global concern over ‘contagion’ in the conventional financial markets. Our study is motivated by the desire to test empirically whether this contagion is reflected in the fast growing Islamic financial markets as well. This study is the first attempt at testing...

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Bibliographic Details
Main Authors: Saiti, Buerhan, Dewandaru, Ginangar, Masih, Mansur
Format: Article
Language:English
Published: INSI Publications 2013
Subjects:
Online Access:http://irep.iium.edu.my/44503/
http://irep.iium.edu.my/44503/
http://irep.iium.edu.my/44503/1/contagion.pdf