Interdependence between Islamic capital market and money market: Evidence from Indonesia

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...

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Bibliographic Details
Main Authors: Imam Wahyudi, Gandhi Anwar Sani
Format: Article
Language:English
Published: Elsevier 2014-03-01
Series:Borsa Istanbul Review
Subjects:
Islamic finance
Capital market
Money market
Monetary
Causality
Online Access:http://www.sciencedirect.com/science/article/pii/S2214845013000185

Internet

http://www.sciencedirect.com/science/article/pii/S2214845013000185

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