Volatility spillovers and comparative analysis of conventional and Islamic equity markets during Global Financial Crisis and COVID-19 pandemic: empirical evidence from Malaysia

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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...

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Bibliographic Details
Main Authors:	Foo, Siong Min, Ab Razak, Nazrul Hisyam, Kamarudin, Fakarudin, Zakaria, Nadisah
Format:	Article
Language:	English
Published:	Universiti Putra Malaysia 2025
Online Access:	http://psasir.upm.edu.my/id/eprint/120986/ http://psasir.upm.edu.my/id/eprint/120986/1/120986.pdf

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