Financial integration between sukuk and bond indices of emerging markets: Insights from wavelet coherence and multivariate-GARCH analysis

Some investors strive for capital appreciation while others may follow capital preservation strategies in terms of investment. In relation to that, Islamic finance receives a lot of attention from institutional investors and asset managers in the search for higher returns, lower correlation and grow...

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Bibliographic Details
Main Authors: Rubaiyat Ahsan Bhuiyan, Maya Puspa Rahman, Buerhan Saiti, Gairuzazmi Mat Ghani
Format: Article
Language:English
Published: Elsevier 2018-09-01
Series:Borsa Istanbul Review
Online Access:http://www.sciencedirect.com/science/article/pii/S2214845017301278