Portfolio diversification benefits of Malaysia's stock indices with commodities : an analysis based on the MGARCH-DCC and wavelet techniques

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Portfolio diversification benefits of Malaysia's stock indices with commodities : an analysis based on the MGARCH-DCC and wavelet techniques

This research examined the potential for diversifying Malaysian Islamic and conventional stock indexes with other commodities, such as crude oil, Bitcoin, and gold, with time-varying differences or investors' varied investment horizons, which researchers had previously overlooked. Methods like...

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Bibliographic Details
Main Authors:	Ahmad Monir Abdullah, Hishamuddin Abdul Wahab, Mohd Fahmi Ghazali, Hazriah Hasan, Rafiatul Adlin Mohd Ruslan, Wan Muhd Nasrul Hadi Wan Abdul Aziz
Format:	Article
Language:	English
Published:	Penerbit Universiti Kebangsaan Malaysia 2022
Online Access:	http://journalarticle.ukm.my/19552/ http://journalarticle.ukm.my/19552/1/50710-187536-1-PB.pdf

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