Volatility spillovers and comparative analysis of conventional and Islamic equity markets during Global Financial Crisis and COVID-19 pandemic: empirical evidence from Malaysia
This study investigates the co-movement and integration between conventional and Islamic indexes in Malaysia by analysing the volatility spillover and asymmetric effect over the period of 28/2/2007 to 28/2/2023. The sample is divided into five periods: full sample period, pre-, during- and post-Glob...
| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Universiti Putra Malaysia
2025
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| Online Access: | http://psasir.upm.edu.my/id/eprint/120986/ http://psasir.upm.edu.my/id/eprint/120986/1/120986.pdf |