Does a held-to-maturity strategy impede effective portfolio diversification for Islamic bond (sukuk) portfolios? : a multi-scale continuous wavelet correlation analysis
Year of publication: |
2017
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Authors: | Najeeb, Syed Faiq ; Obiyathulla Ismath Bacha ; Mansur Masih |
Published in: |
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets. - Philadelphia, Pa. : Routledge Taylor & Francis Group, ISSN 1540-496X, ZDB-ID 2089472-7. - Vol. 53.2017, 10/11/12, p. 2377-2393
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Subject: | continuous wavelet analysis | Islamic bonds | portfolio diversification | sukuk | Portfolio-Management | Portfolio selection | Anleihe | Bond | Islamisches Finanzsystem | Islamic finance | Zustandsraummodell | State space model | Korrelation | Correlation | Aktienmarkt | Stock market |
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