The interactions between gold and shariah compliant equities:the application of wavelet and multivariate GARCH analysis

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The interactions between gold and shariah compliant equities:the application of wavelet and multivariate GARCH analysis

The paper evaluates the interaction between gold and Islamic equities as a hedge and safe haven by using daily data ranging from January 1996 to September 2016 of developed and emerging market index to bestow the status of a hedge at the time of normal market condition and safe haven asset at the...

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Bibliographic Details
Main Authors:	Shakil, Mohammad Hassan, Mohid Rasid, Mohamed Eskandar Shah, Saiti, Buerhan
Format:	Proceeding Paper
Language:	English
Published:	Universiti Tunku Abdul Rahman ( UTAR ) 2017
Subjects:	HG4501 Stocks, investment, speculation
Online Access:	http://irep.iium.edu.my/56988/ http://irep.iium.edu.my/56988/14/56988_THE%20INTERACTIONS%20BETWEEN%20GOLD_latters.pdf

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