Causal relationship between macro-economic indicators and funds unit prices behavior: evidence from Malaysian Islamic equity unit trust funds industry
In this study, attempt has been made to investigate the relationship specifically the causal relation between fund unit prices of Islamic equity unit trust fund which measure by fund NAV and the selected macro-economic variables of Malaysian economy by using VECM causality test and Gra...
Main Authors: | Othman, Anwar Hasan Abdullah, Mydin Meera, Ahamed Kameel, Abd. Aziz, Hassanuddeen |
---|---|
Format: | Article |
Language: | English |
Published: |
World Academy of Science, Engineering and Technology (WASET)
2015
|
Subjects: | |
Online Access: | http://irep.iium.edu.my/49440/ http://irep.iium.edu.my/49440/ http://irep.iium.edu.my/49440/1/49440_Causal%20Relationship.pdf |
Similar Items
-
Relationship between macroeconomic variables and net asset value (NAV) of Islamic equity unit trust funds: cointegration evidence from Malaysian unit trust industry
by: Othman, Anwar Hasan Abdullah, et al.
Published: (2013) -
Micro-economic determinants of NAV of Islamic equity unit trust funds in Malaysia: an ARDL-Bounds testing approach
by: Othman, Anwar Hasan Abdullah, et al.
Published: (2015) -
Islamic equity unit trust funds: macroeconomic determinants of NAV of Islamic equity unit trust funds: a case of Malaysia
by: Othman, Anwar Hasan Abdullah
Published: (2011) -
What does the relationship among unit trust funds indicate about optimal portfolio investment diversification strategy? Case of the Malaysian Islamic unit trust funds industry
by: Othman, Anwar Hasan Abdullah, et al.
Published: (2017) -
Micro & Macroeconomic determinants of NAV of Islamic equity unit trust funds in Malaysia: qualitative approach
by: Othman, Anwar Hasan Abdullah
Published: (2012)