Cointegration of Islamic stock indices: evidence from five ASEAN countries

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Cointegration of Islamic stock indices: evidence from five ASEAN countries

This paper investigates the dynamic causal linkages in the daily returns among five ASEAN Shariahcompliant indices (such as, FTSEMY index, MSSNGIL index, JAKSEIS index, MSTHFIL index and MSPHISL index) through the application of the standard time series techniques. Essentially, the purpose of this...

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Bibliographic Details
Main Author:	Saiti, Buerhan
Format:	Article
Language:	English
Published:	IJSER 2015
Subjects:	HG4501 Stocks, investment, speculation
Online Access:	http://irep.iium.edu.my/44696/ http://irep.iium.edu.my/44696/1/44696.pdf

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