Portfolio diversification benefits of Malaysia's stock indices with commodities : an analysis based on the MGARCH-DCC and wavelet techniques
This research examined the potential for diversifying Malaysian Islamic and conventional stock indexes with other commodities, such as crude oil, Bitcoin, and gold, with time-varying differences or investors' varied investment horizons, which researchers had previously overlooked. Methods like...
| Main Authors: | , , , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Penerbit Universiti Kebangsaan Malaysia
2022
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| Online Access: | http://journalarticle.ukm.my/19552/1/50710-187536-1-PB.pdf |