Policy and persistence of stock returns volatility: conventional versus Islamic stock market / Rosylin Mohd. Yusof and M. Shabri Abd. Majid

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Policy and persistence of stock returns volatility: conventional versus Islamic stock market / Rosylin Mohd. Yusof and M. Shabri Abd. Majid

This paper examines the extent to which the conditional volatilities of both conventional and Islamic stock markets in a small developing stock market, Malaysia, are related to the conditional volatility of monetary policy variables. Among the monetary policy variables tested in the study are money...

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Bibliographic Details
Format:	Article
Language:	English
Published:	Faculty of Business and Management ; UiTM Press 2006
Online Access:	https://ir.uitm.edu.my/id/eprint/16760/

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