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Persistent link: https://www.econbiz.de/10010866974
correlation (DCC) GARCH methodology, we show that the correlations between commodity and stock markets evolve through time and are …
Persistent link: https://www.econbiz.de/10010992390
correlation (DCC) GARCH methodology, we show that the correlations between commodity and stock markets evolve through time and are …
Persistent link: https://www.econbiz.de/10011265523
correlation (DCC) GARCH methodology, we show that the correlations between commodity and stock markets evolve through time and are …
Persistent link: https://www.econbiz.de/10010604039
correlation (DCC) GARCH methodology, we show that the correlations between commodity and stock markets evolve through time and are …
Persistent link: https://www.econbiz.de/10011039549
We analyze a new fluctuation test for constant correlation with respect to its properties and possible applications in …
Persistent link: https://www.econbiz.de/10010994210
in correlation to the market implying that IFSIs volatility may be independent of the market due to assets that require …
Persistent link: https://www.econbiz.de/10011113217
The current global financial crisis has revealed many failures of the conventional banking system. However, this context of turbulences has presented the Islamic banking system with a great opportunity to introduce its fundamental methods and principles inspired from the Islamic Shariah law. The...
Persistent link: https://www.econbiz.de/10010944801
The research is an attempt to have an overview of the need for derivatives and their possible role in Islamic finance, stressing on the Shariah qualification and prohibitions on the controversial conventional derivative products. This research focuses on the derivative products and their role in...
Persistent link: https://www.econbiz.de/10010944802
Purpose – The purpose of this paper is to examine the short-run and the long-run relationships between Islamic banking development and economic growth in the case of Indonesia. Design/methodology/approach – Using quarterly data (2003:1-2010:2), this paper utilizes the bound testing approach...
Persistent link: https://www.econbiz.de/10010551565