THE ISLAMIC CAPITAL MARKET VOLATILITY: A COMPARATIVE STUDY BETWEEN IN INDONESIA AND MALAYSIA

This study attempts to examine the short-term and long-term relationship among selected global and domestic macroeconomic variables from each country (Fed rate, crude oil price, Dow Jones Index, interest rate, exchange rate and inflation) for Indonesia and Malaysia Islamic capital market (Jakarta Is...

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Bibliographic Details
Main Authors: Muhammad Syafii Antonio, Hafidhoh Hafidhoh, Hilman Fauzi
Format: Article
Language:Indonesian
Published: Bank Indonesia 2013-09-01
Series:Bulletin Ekonomi Moneter dan Perbankan
Online Access:https://www.bmeb-bi.org/index.php/BEMP/article/view/432