Do Portfolio Diversification Opportunities exist across the Euro Zone Islamic Equity Markets? MGARCH-DCC and Wavelet Correlation Analysis
Year of publication: |
2014-07-27
|
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Authors: | Ilhan, Bilal ; Masih, Mansur |
Institutions: | Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München |
Subject: | International Portfolio Diversification | Euro Zone Islamic Stock Market Investments | M-GARCH/DCC | Wavelet analysis | CWT | MODWT |
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