Risk, business cycles and financial crises: evidence from Islamic and conventional stocks

This study examines whether business cycles and financial crises affect the risk of Islamic stocks compared to conventional stocks in Malaysia for the period 1997 to 2016. The findings conclude that business cycles play a crucial role in affecting stock risk. Specifically, stock risk tends to be hig...

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Bibliographic Details
Main Authors: Tee, Lain-Tze (Author), Kew, Si-Roei (Author)
Format: Article
Language:English
Published: Penerbit Universiti Kebangsaan Malaysia, 2019.
Online Access:Get fulltext