Keywords: Comovement
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Journal Articles
International Journal of Islamic and Middle Eastern Finance and Management (2023) 16 (3): 621–646.
Published: 07 December 2022
... financial time series to analyze their comovements. To be more specific, this study applies wavelet coherence which aims at time-varying links between exchange rates and Sukuk markets for various investment horizons, unlike cointegration and VAR, which are limited to one or two holding periods. Furthermore...

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