Linkages and co-movement between international stock market returns : case of Dow Jones Islamic Dubai Financial Market index
Year of publication: |
May 2015
|
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Authors: | Alaoui, Abdelkader O. el ; Dewandaru, Ginanjar ; Rosly, Saiful A. ; Masih, Mansur |
Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 36.2015, p. 53-70
|
Subject: | Stock market | Wavelet discrete | Wavelet continuous techniques | Shock transmission | Financial integration | Flight to quality | Golbal Sukuk (Islamic bonds) | Aktienmarkt | Finanzmarkt | Financial market | Internationaler Finanzmarkt | International financial market | Islamisches Finanzsystem | Islamic finance | Marktintegration | Market integration | Aktienindex | Stock index | Anleihe | Bond | Zustandsraummodell | State space model | Schock | Shock | Börsenkurs | Share price | Welt | World | Schätzung | Estimation |
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