Policy and persistence of stock returns volatility: conventional versus Islamic stock market / Rosylin Mohd. Yusof and M. Shabri Abd. Majid
This paper examines the extent to which the conditional volatilities of both conventional and Islamic stock markets in a small developing stock market, Malaysia, are related to the conditional volatility of monetary policy variables. Among the monetary policy variables tested in the study are money...
| Format: | Article |
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| Language: | English |
| Published: |
Faculty of Business and Management ; UiTM Press
2006
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| Online Access: | http://ir.uitm.edu.my/id/eprint/16760/ http://ir.uitm.edu.my/id/eprint/16760/ http://ir.uitm.edu.my/id/eprint/16760/1/AJ_ROSYLIN%20MOHD.%20YUSOF%20JIBE%2006.pdf |