The Impact of Crude Oil Price on Islamic Stock Indices of South East Asian (SEA) Countries: A Comparative Analysis
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- Gourène, Grakolet Arnold Zamereith & Mendy, Pierre, 2015. "Oil Prices and African Stock Markets Co-movement: A Time and Frequency Analysis," MPRA Paper 75852, University Library of Munich, Germany.
More about this item
KeywordsCommodity; Islamic Stock Index Returns (ISIR); MODWT; CWT; DCC-MGARCH; Diversification; Causality;
- C58 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Financial Econometrics
- Q43 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Energy - - - Energy and the Macroeconomy
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2014-08-16 (All new papers)
- NEP-ENE-2014-08-16 (Energy Economics)
- NEP-RMG-2014-08-16 (Risk Management)
- NEP-SEA-2014-08-16 (South East Asia)
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