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