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Fatima M. Abdulkarim
The nexus between oil price and islamic stock markets in Africa: A wavelet and multivariate-garch approach
" The goal of this paper is to address the relationship between crude oil-price changes on some selected African Islamic indices, using daily data from May 4, 2011, to January 25, 2018. We employed three main techniques: MODWT, CWT, and multivariate-GARCH-DCC, to analyze whether these markets have any diversification opportunities. Our findings reveal that, first, the results of MODWT shows Egyptian Islamic index leading all indices. Second, CWT results show that investors would gain diversification benefits ... "
Amsterdam: Elsevier, 2020
658.15 BIR 20:2 (2020)
Artikel Jurnal  Universitas Indonesia Library