MODELLING VOLATILITY SPILLOVER BETWEEN CONVENTIONAL AND ISLAMIC STOCK INDEX IN MALAYSIA
This paper analyzes the vollatility spillover between the conventional index in Malaysia FTSE Malaysia KLCI (KLSE) and the Islamic index in Malaysia FTSE Bursa Malaysia Shariah Index (FTFBMHS). Monthly observations spanning in a period from 2002 to 2018 are obtained from investing.com database. GA...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Institute for Human Rehabilitation
2020-09-01
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| Series: | Human Research in Rehabilitation |
| Subjects: | |
| Online Access: | https://human.ba/wpdm-package/full-text-192/?wpdmdl=1725&refresh=5f7b8993b44ec1601931667 |