Co-movement dynamics between global sukuk and bond markets: new insights from a wavelet analysis

• Main Authors: Bhuiyan, Rubaiyat Ahsan, Rahman, Maya Puspa, Saiti, Buerhan, Mat Ghani, Gairuzazmi
• Format: Article
• Language: English; English; English
• Published: Emerald Group Publishing Ltd. 2019
• Subjects: H Social Sciences (General); HB126.4 Islamic Economics; HG4501 Stocks, investment, speculation
• Online Access: http://irep.iium.edu.my/73654/25/73654_Co-movement%20dynamics%20between_article.pdf; http://irep.iium.edu.my/73654/19/73654_Co-movement%20dynamics%20between%20global%20sukuk_Scopus.pdf; http://irep.iium.edu.my/73654/26/73654_Co-movement%20dynamics%20between_wos.pdf; http://irep.iium.edu.my/73654/; https://www.emerald.com/insight/content/doi/10.1108/IJOEM-12-2017-0521/full/html
• Institution: Universiti Islam Antarabangsa Malaysia

Purpose – Market links (and price discovery) between financial assets and lead–lag relationships are topics of interest for financial economists, financial managers and analysts. The lead–lag relationship analysis should consider both short and long-term investors. From a portfolio diversification...