Exploring portfolio diversification opportunities in Islamic capital markets through bitcoin: evidence from MGARCH-DCC and Wavelet approaches
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More about this item
KeywordsIslamic stocks; Bitcoin; portfolio diversification; MGARCH-DCC; Wavelets;
- C58 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Financial Econometrics
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2017-06-25 (All new papers)
- NEP-MAC-2017-06-25 (Macroeconomics)
- NEP-PAY-2017-06-25 (Payment Systems & Financial Technology)
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