el Alaoui, Abdelkader O.; Dewandaru, Ginanjar; Azhar … - In: Journal of International Financial Markets, … 36 (2015) C, pp. 53-70
Using wavelet techniques (discrete and continuous), this paper is the first attempt to investigate the co-movement dynamics at different time scales or horizons of Islamic Dubai Financial Market (DFM-UAE) index returns with their counterpart regional Islamic indices returns such as GCC index,...