diversification opportunities at the latter scales. The finding also signifies that global REITs linkages increases with investment …

selected commodities. Particularly, by incorporating scale dependence, it is able to identify unique portfolio diversification … ‘scale dependent’ correlations between the selected Islamic stock indices of Gulf Cooperation Council (GCC) countries and … decomposition techniques such as the Maximum Overlap Discrete Wavelet Transform (MODWT) and Continuous Wavelet Transform (CWT). The …

add value to the existing literature by empirically testing the ‘time-varying’ and ‘scale dependent’ volatilities of and … correlations of the sample commodities. Particularly, by incorporating scale dependence, it is able to identify unique portfolio … diversification opportunities for different set of investors bearing different investment horizons or holding periods. In order to …

alternative diversification strategy during a downturn. These findings provide better information and suggestions for risk … management, specifically in portfolio diversification and international asset allocation benefits. Chinese stock market investors …

predictive power of each of these spreads for output growth within aggregate and time scale framework using wavelet methodology …

We study the possibility of completing data bases of a sample of governance, diversification and value creation … for testing the ownership-structure / diversification relationship. It consists of a dynamic procedure based on wavelets …

We pursue the first large scale investigation of a strongly growing mutual fund type: Islamic funds. Based on an …