Interdependence between Islamic capital market and money market: Evidence from Indonesia
This study investigate VAR Toda–Yamamoto causality test between macroeconomic variables and Islamic financial market. The purpose of this study is to analyze the information content of Islamic capital market and money market return with respect to macroeconomic and global factors. Using bivariate me...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Elsevier
2014-03-01
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| Series: | Borsa Istanbul Review |
| Subjects: | |
| Online Access: | http://www.sciencedirect.com/science/article/pii/S2214845013000185 |