Does the Malaysian Sovereign sukuk market offer portfolio diversification opportunities for global fixed-income investors? : Evidence from wavelet coherence and multivariate-GARCH analyses
Year of publication: |
2019
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Authors: | Rubaiyat Ahsan Bhuiyan ; Maya Puspa Binti Rahman ; Buerhan Saiti ; Ghani, Gairuzazmi Bin Mat |
Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 47.2019, p. 675-687
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Subject: | Bond indexes | Islamic finance | Multivariate-GARCH | Wavelet coherence | Islamisches Finanzsystem | Malaysia | Anleihe | Bond | Portfolio-Management | Portfolio selection | Internationaler Finanzmarkt | International financial market | Welt | World | Aktienmarkt | Stock market |
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