... screening, into the estimation process (Gelman et al., 2014). The posterior distribution then reflects a coherent synthesis of prior theory and observed data. C11 C58 G11 G15 G32 Islamic Finance Forecasting Risk management in Islamic finance GARCH and ARMA-GARCH models...

... COVID-19 Russia–Ukraine conflict C58 C60 G11 G12 G13 G14 In recent times, global challenges like the COVID-19 pandemic, Russia’s invasion of Ukraine, fluctuating oil prices and the Palestine–Israel conflicts have increased uncertainty in the financial market. Recent studies suggest...

... Wavelet analysis C58 E52 D53 F31 F36 As the first difference to the logarithm of the daily index of 100, we calculate the exchange rate, Sukuk and conventional bond returns. In other words, the formula for Sukuk returns can be written as follows: (1) R t = l o g ( P...

... in Section 5. Islamic finance Wavelet correlation Brexit MGARCH-DCC C58 G15 G11 Z12 C22 In one of the early studies, Oehler et al. (2017) examined short-term stock price effects and the impact of firm-level internationalisation in the light of Brexit. They found...

... of Bangladesh. C32 C58 G10 G11 Until 1983, religious Muslim investors could not invest their money in equities in the stock market. The first initiative to provide a list of Sharīʿah-compliant stocks was undertaken by Bank Islam Malaysia Berhad in Malaysia in 1983 (OICU-IOSCO, 2004). Afterward...