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Linkages and co-movement between international stock market returns : case of Dow Jones Islamic Dubai Financial Market index

Alaoui, Abdelkader O. el; Dewandaru, Ginanjar; Rosly, … - In: Journal of international financial markets, … 36 (2015), pp. 53-70

Persistent link: https://www.econbiz.de/10011474903

Stock Market Co-Movements : Islamic Versus Conventional Equity Indices with Multi-Timescales Analysis

Dewandaru, Ginanjar - 2015

This study examines market co-movements in Islamic and mainstream equity markets across different regions in order to discover contagion during 9 major crises and to measure integration between markets. Using wavelet decomposition to unveil the multi-horizon nature of co-movement, we find that...

Persistent link: https://www.econbiz.de/10013012911

Long and short term dynamic causal transmission amongst international stock markets

Masih, Rumi; Masih, Abdul Mansur M. - In: Journal of international money and finance 20 (2001) 4, pp. 563-587

Persistent link: https://www.econbiz.de/10001598628

Propagative causal price transmission among international stock markets : evidence from the pre- and post globalization period

Masih, Abdul Mansur M.; Masih, Rumi - In: Global finance journal 13 (2002) 1, pp. 63-91

Persistent link: https://www.econbiz.de/10001716582

Dynamic modeling of stock market interdependencies : an empirical investigation of Australia and the Asian NICs

Masih, Abdul Mansur M.; Masih, Rumi - In: Review of Pacific Basin financial markets and policies 4 (2001) 2, pp. 235-264

Persistent link: https://www.econbiz.de/10001610713

Common stochastic trends and the dynamic linkages driving European stock markets : evidence from pre- and post-October 1987 crash eras

Masih, Rumi; Masih, Abdul Mansur M. - In: The European journal of finance 10 (2004) 1, pp. 81-104

Persistent link: https://www.econbiz.de/10001957622

Common stochastic trends and the dynamic linkages driving European stock markets : evidence from prior and post October 87 crash eras

Masih, Abdul Mansur M. (contributor); … - 1998 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001456439

Long and short-term dynamic causal transmission amongst international stock markets

Masih, Abdul Mansur M. (contributor); … - 1998 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001456811

Propagative causal price transmission among international stock markets : evidence from pre- and post-globalization period

Masih, Abdul Mansur M. (contributor); … - 1998 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001456816

Dynamic modelling of stock market interdependencies : an empirical investigation of Australia and the Asian NICs

Masih, Abdul Mansur M. (contributor); … - 1998 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001456817

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