Albaity, Mohamed Shikh - 2011
rate, and real growth in GDP are significant in influencing KLCI volatility, while M2, M3, inflation rate and interest rate … affected DJINA volatility. On the other hand, in the Islamic indices, KLSI and DJIMI variance is influenced by M2, M3, and … inflation rate. -- Macroeconomic volatility ; GARCH ; Islamic index …