Long-run relationship between Islamic stocks returns and macroeconomic variables: An application of the autoregressive distributed lag model

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Long-run relationship between Islamic stocks returns and macroeconomic variables: An application of the autoregressive distributed lag model

Purpose – The purpose of this paper is to explore the extent to which macroeconomic variables affect the Islamic stock market behavior in Malaysia in the post 1997 financial crisis period. Design/methodology/approach – The paper employs the latest estimation technique of autoregressive distributed...

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Bibliographic Details
Main Authors:	Abd Majid, M. Shabri, Mohd Yusof, Rosylin
Format:	Article
Language:	English
Published:	Emerald Group Publishing 2009
Subjects:	HG Finance
Online Access:	http://irep.iium.edu.my/10017/ http://irep.iium.edu.my/10017/1/Long-run_relationship_between_Islamic_stock_returns_and_macroeconomic_variables_An_application_of_the_autoregressive_distributed_lag_model.pdf

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