Testing the conventional and Islamic financial market contagion: evidence from wavelet analysis

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Testing the conventional and Islamic financial market contagion: evidence from wavelet analysis

This study is a first attempt at testing the extent of contagion for conventional and Shari’ahcompliant stock indices. We examine the period surrounding the U.S. subprime crisis of 2007–9 and the Lehman Brothers collapse of 2008 to determine the relative extent of contagion. We find no clear evide...

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Bibliographic Details
Main Authors:	Saiti, Buerhan, Bacha, Obiyathulla Ismath, Masih, Mansur
Format:	Article
Language:	English English English
Published:	Taylor & Francis 2016
Subjects:	HG4501 Stocks, investment, speculation
Online Access:	http://irep.iium.edu.my/44888/ http://irep.iium.edu.my/44888/4/44888.pdf http://irep.iium.edu.my/44888/9/44888_Testing%20the%20conventional%20and%20Islamic%20financial%20market_WOS.pdf http://irep.iium.edu.my/44888/10/44888_Testing%20the%20conventional%20and%20Islamic%20financial%20market_SCOPUS.pdf

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