Co-movements between Islamic and conventional stock markets: an empirical evidence

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Co-movements between Islamic and conventional stock markets: an empirical evidence

This paper examines the co-movement between the Islamic (Shariah compliant) and conventional stock indices. Using data from Bangladesh and Malaysia from 25 January, 2011 to 31 May, 2018, the study employs the co-integration approach and Vector Error Correction Model (VECM). The results reveal th...

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Bibliographic Details
Main Authors:	Mohammad Sahabuddin, Junaina Muhammad, Mohamed Hisham Yahya, Sabarina Mohammed Shah
Format:	Article
Language:	English
Published:	Penerbit Universiti Kebangsaan Malaysia 2020
Online Access:	http://journalarticle.ukm.my/17078/ http://journalarticle.ukm.my/17078/1/jeko_54%283%29-3.pdf

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