Are investments in islamic REITs susceptible to forex uncertainty: wavelet analysis
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References listed on IDEAS
- Mara Madaleno & Carlos Pinho, 2012. "International stock market indices comovements: a new look," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 17(1), pages 89-102, January.
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KeywordsMODWT; REIT; i-REIT; MREIT; foreign exchange (forex); frequency; wavelet; correlation; coherence; lead-lag; contagion;
- 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
- G2 - Financial Economics - - Financial Institutions and Services
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-SEA-2015-04-02 (South East Asia)
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