The Co-movement of Selective Conventional and Islamic Stock Markets in East Asia: Is there any Impact on Shariah Compliant Equity Investment in China?
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More about this item
KeywordsShariah-Compliant Stocks; Unit Root Test; Cointegration; LRSM; VECM; VDCs; IRFs; Persistent Profiles;
- C58 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Financial Econometrics
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2014-07-05 (All new papers)
- NEP-FMK-2014-07-05 (Financial Markets)
- NEP-SEA-2014-07-05 (South East Asia)
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