Malaysian IFSIs are investigated to gain insights into their performance in terms of volatility and correlations with the market … this volatility into their contributions from the point of view of different time scales. The findings are that IFSIs are … much more volatile than their competitors with seemingly independent spikes in volatility unique to themselves but are low …

traders to make decision about their portfolio diversification, risk management and asset allocation. Despite the growing …

The focus of this paper is to investigate the potential for portfolio diversification strategies based on investing … from diversification. Two important features of the comovement are their dynamic fluctuations across time period and time … horizon or scales. Thus, the paper applies recent techniques of multivariate volatility modelling and wavelet transform, which …