Cointegration of Islamic stock indices: evidence from five ASEAN countries
This paper investigates the dynamic causal linkages in the daily returns among five ASEAN Shariahcompliant indices (such as, FTSEMY index, MSSNGIL index, JAKSEIS index, MSTHFIL index and MSPHISL index) through the application of the standard time series techniques. Essentially, the purpose of this...
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| Format: | Article |
| Language: | English |
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IJSER
2015
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| Online Access: | http://irep.iium.edu.my/44696/1/44696.pdf http://irep.iium.edu.my/44696/ http://www.ijser.org/researchpaper%5CCointegration-of-Islamic-Stock-Indices-Evidence-from-Five-ASEAN-Countries.pdf |
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