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Causality between Malaysian Islamic Stock Market and Macroeconomic Variables
Naseri, Marjan; Masih, Mansur - Volkswirtschaftliche Fakultät, … - 2013
This paper makes an attempt to analyse the causality between Islamic stock market and three macroeconomic variables in the case of Malaysia. Although there are numerous studies investigating relationship between conventional stock market and macroeconomic fundamentals, there is a certain gap in...
Persistent link: https://www.econbiz.de/10011109373
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Increasing household debts and its relation to GDP, interest rate and house price: Malaysia’s perspective
Rahman, Sharezan; Masih, Mansur - Volkswirtschaftliche Fakultät, … - 2014
The increase in household debts in Malaysia which has escalated to about 86% of total GDP is deemed to be at worrying stage as it may in turn trigger another financial crisis. Thus, the aim of this study is to examine the increase in household debts and its relation to GDP, interest rate and...
Persistent link: https://www.econbiz.de/10011184593
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The different impact of conventional interest rates on Islamic stock market, Islamic banking and Islamic insurance: evidence from Malaysia
Othman, Arshad Nuval; Masih, Mansur - Volkswirtschaftliche Fakultät, … - 2014
This paper seeks to close the gap of the lack of empirical evidence surrounding the different impact of conventional interest rates on Islamic finance components – Islamic stock markets, Islamic banking and Islamic insurance (called takaful). Such evidence remains imperative in order for the...
Persistent link: https://www.econbiz.de/10011212777
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Interest Rate, Exchange Rate, and Stock Prices of Islamic Banks: A Panel Data Analysis
Ayub, Aishahton; Masih, Mansur - Volkswirtschaftliche Fakultät, … - 2013
Understanding the empirical relationship between the exchange rates, interest rates and stock prices are important and useful to the policy makers, professional investors and academics. Although the scholars and practitioners have studied the subject extensively, few empirical studies are...
Persistent link: https://www.econbiz.de/10011109743
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Dynamic causal chain of money, output, interest rate, exchange rate and prices: Nigeria as a case study
Masih, Mansur; AbdulKarim, Fatima - Volkswirtschaftliche Fakultät, … - 2014
The primary aim of this study is to investigate the causal chain among output, money, prices, exchange rate and inflation in the context of Nigerian economy following the global economic crisis that hit many countries. The data used are from 1970 to 2012. The methodology employed uses several...
Persistent link: https://www.econbiz.de/10011112566
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The dynamics of Australian stock indices and commodities based on MGARCH-DCC and wavelet techniques
Abdullah, Ahmad Monir; Wahab, Hishamuddin Abdul; … - In: Cogent Business & Management 9 (2022) 1, pp. 1-29
investor who holds a portfolio consisting of Australian conventional and Islamic indices, crude oil, gold, Bitcoin, and the … contribution lies in unveiling an Australian investor's diversification opportunities of a portfolio containing Bitcoin, gold, oil … volatility. The evidence further suggests that Australian investors may benefit from diversification with gold. Nonetheless, the …
Persistent link: https://www.econbiz.de/10014505734
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The dynamics of Australian stock indices and commodities based on MGARCH-DCC and wavelet techniques
Ahmad Monir Abdullah; Wahab, Hishamuddin Abdul; … - In: Cogent business & management 17 (2022) 1, pp. 1-29
investor who holds a portfolio consisting of Australian conventional and Islamic indices, crude oil, gold, Bitcoin, and the … contribution lies in unveiling an Australian investor's diversification opportunities of a portfolio containing Bitcoin, gold, oil … volatility. The evidence further suggests that Australian investors may benefit from diversification with gold. Nonetheless, the …
Persistent link: https://www.econbiz.de/10014444809
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The Role of Gold as a Hedge and Safe Haven in Shariah-Compliant Portfolios
Nagayev, Ruslan; Masih, Mansur - Volkswirtschaftliche Fakultät, … - 2013
The paper is the first attempt to evaluate the role of gold as a hedge (negative or low correlation with equities in … for gold and Shariah-compliant equities ranging from January 1996 to April 2013, and comparing between developed and … emerging markets in time-frequency domain. Wavelet Coherence technique is applied to identify the best time-frequency for gold …
Persistent link: https://www.econbiz.de/10011107408
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Global uncertainty and potential shelters : gold, bitcoin, and currencies as weak and strong safe havens for main world stock markets
Feder-Sempach, Ewa; Szczepocki, Piotr; Bogołębska, Joanna - In: Financial innovation : FIN 10 (2024), pp. 1-23
sample consists of fve prospective safe-haven assets-gold, bitcoin, the euro, the Japanese yen, and the Swiss franc-and fve … 225. Our fndings are useful for inves‑ tors searching for the best safe-haven assets among gold, bitcoin, and currencies … diferently for gold and the yen; that is, the Japanese yen acts as the strongest safe haven across all stock indices. Bitcoin is …
Persistent link: https://www.econbiz.de/10014541628
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Institutional Gold!
2021
We find that gold has not performed particularly well compared to other assets. However, there is a place for gold …-related assets in institutional portfolios separate from commodities and energy equities. The role for gold lies in its … diversification and macroeconomic hedging benefits.We examine the potential role of gold in institutional portfolios, analyzing this …
Persistent link: https://www.econbiz.de/10013219035