Co-movement dynamics between global sukuk and bond markets: new insights from a wavelet analysis

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Co-movement dynamics between global sukuk and bond markets: new insights from a wavelet analysis

Purpose – Market links (and price discovery) between financial assets and lead–lag relationships are topics of interest for financial economists, financial managers and analysts. The lead–lag relationship analysis should consider both short and long-term investors. From a portfolio diversification...

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Bibliographic Details
Main Authors:	Bhuiyan, Rubaiyat Ahsan, Rahman, Maya Puspa, Saiti, Buerhan, Mat Ghani, Gairuzazmi
Format:	Article
Language:	English English English
Published:	Emerald Group Publishing Ltd. 2019
Subjects:	H Social Sciences (General) HB126.4 Islamic Economics HG4501 Stocks, investment, speculation
Online Access:	http://irep.iium.edu.my/73654/ http://irep.iium.edu.my/73654/25/73654_Co-movement%20dynamics%20between_article.pdf http://irep.iium.edu.my/73654/19/73654_Co-movement%20dynamics%20between%20global%20sukuk_Scopus.pdf http://irep.iium.edu.my/73654/26/73654_Co-movement%20dynamics%20between_wos.pdf

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