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Regional spillovers across transitioning emerging and frontier equity markets : a multi-time scale wavelet analysis

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Stock market co-movements : Islamic versus conventional equity indices with multi-timescales analysis

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The role of Islamic asset classes in the diversified portfolios : mean variance spanning test

Dewandaru, Ginanjar; Masih, Rumi; Obiyathulla Ismath Bacha - In: Emerging markets review 30 (2017), pp. 66-95

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Combining momentum, value, and quality for the Islamic equity portfolio : multi-style rotation strategies using augmented Black Litterman factor model

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Risk-return characteristics of Islamic equity indices: multi-timescales analysis

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Contagion and interdependence across Asia-Pacific equity markets : an analysis based on multi-horizon discrete and continuous wavelet transformations

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What can wavelets unveil about the vulnerabilities of monetary integration? : a tale of Eurozone stock markets

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Exploring portfolio diversification opportunities through venture capital financing : evidence from MGARCH-DCC, Markov switching, and wavelet approaches

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Portfolio diversification benefits at different investment horizons during the Arab Uprisings : Turkish perspectives based on MGARCH-DCC and wavelet approaches

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What factors explain stock market retardation in Islamic Countries

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