Financial integration between sukuk and bond indices of emerging markets:insights from wavelet coherence and multivariate-GARCH analysis

• Main Authors: Bhuiyan, Rubaiyat Ahsan, Rahman, Maya Puspa, Saiti, Buerhan, Mat Ghani, Gairuzazmi
• Format: Article
• Language: English; English; English
• Published: Borsa Istanbul Anonim Sirketi 2018
• Subjects: HG Finance
• Online Access: http://irep.iium.edu.my/61640/13/61640_Financial%20integration%20between%20sukuk%20_WoS.pdf; http://irep.iium.edu.my/61640/20/61640_Financial%20integration%20between%20sukuk_SCOPUS.pdf; http://irep.iium.edu.my/61640/25/61640_Financial%20integration%20between%20sukuk.pdf; http://irep.iium.edu.my/61640/; https://www.sciencedirect.com/science/article/pii/S2214845017301278
• Institution: Universiti Islam Antarabangsa Malaysia

Some investors strive for capital appreciation while others may follow capital preservation strategies in terms of investment. In relation to that, Islamic finance receives a lot of attention from institutional investors and asset managers in the search for higher returns, lower correlation and grow...