Rahim, Fahmi Abdul; Ahmad, Noryati; Ahmad, Ismail - In: International Journal of Islamic and Middle Eastern … 2 (2009) April, pp. 7-19
Purpose – The purpose of this paper is to investigate the transmission of information (at return and volatility level) as well as the correlation between Kuala Lumpur Syariah and Jakarta Islamic Indices. Design/methodology/approach – The daily return from July 4, 2000 to December 29, 2006...
