Impact of Global Financial Crisis on Islamic and Conventional Stocks in the GCC Stock Markets: An Application of ARCH and GARCH Methods
This paper attempts to seek the impact of the subprime crisis (both conventional and Islamic) in the GCC region. To make the analysis robust, this paper has adopted the daily data of all the stock market observations is around 1300 for each country. The method adopted the ARCH GARCH method. This met...
Saved in:
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Book Section PeerReviewed |
| Language: | English Indonesian |
| Published: |
Gerlach Press
2015
|
| Subjects: | |
| Online Access: | https://repository.unair.ac.id/72647/1/Raditya%20Sukmana_Karya%20Ilmiah%20002_Islamic%20Finance.pdf https://repository.unair.ac.id/72647/2/Raditya%20Sukmana_Peer%20Riview%20002.pdf https://repository.unair.ac.id/72647/ |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| Institution: | Universitas Airlangga |
| Language: | English Indonesian |