Do Islamic stock indexes integrated with conventional stock indexes?: Evidence from Indonesia and Malaysia

Do Islamic stock indexes integrated with conventional stock indexes?: Evidence from Indonesia and Malaysia

The portfolios performance that are develop either a substitute or complement in terms of risk-taking is important information for investors whether the return portfolio could hedge the risk of shock market. An understanding of volatility and the correlation between asset returns over time vary is...

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Bibliographic Details
Main Authors: Sylva Alif Rusmita, Putri Swastika
Format: Article
Language:English
Published: Universitas Islam Indonesia, Faculty of Business and Economics, Department of Management 2021-02-01
Series:Asian Management and Business Review
Subjects:
DCC GARCH
correlation
Indonesia
Malaysia
volatility
Online Access:https://journal.uii.ac.id/AMBR/article/view/17526

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