Risk, business cycles and financial crises: evidence from Islamic and conventional stocks
This study examines whether business cycles and financial crises affect the risk of Islamic stocks compared to conventional stocks in Malaysia for the period 1997 to 2016. The findings conclude that business cycles play a crucial role in affecting stock risk. Specifically, stock risk tends to be hig...
| Main Authors: | Tee, Lain-Tze, Kew, Si-Roei |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Penerbit Universiti Kebangsaan Malaysia
2019
|
| Online Access: | http://journalarticle.ukm.my/14544/ http://journalarticle.ukm.my/14544/1/35247-110377-1-SM.pdf |
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