An inquiry into the stability of Islamic Financial Services Institutions in terms of volatility, risk and correlations: A case study of Malaysia employing M-GARCH t-DCC and MODWT Wavelet approaches
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More about this item
KeywordsIslamic Finance; Islamic Financial Services Institutions; Volatility; Risk; Correlation; Diversification; M-GARCH t-DCC and MODWT Wavelet;
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- C58 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Financial Econometrics
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
- G2 - Financial Economics - - Financial Institutions and Services
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2015-01-09 (All new papers)
- NEP-HME-2015-01-09 (Heterodox Microeconomics)
- NEP-MAC-2015-01-09 (Macroeconomics)
- NEP-RMG-2015-01-09 (Risk Management)
- NEP-SEA-2015-01-09 (South East Asia)
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