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Keywords: VECM
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Journal Articles
International Journal of Islamic and Middle Eastern Finance and Management (2020) 13 (1): 94–115.
Published: 19 December 2019
... was conducted to assess whether there is a safe investment during crisis. The VECM verifies the existence of a long run association. The MGARCH-DCC characterizes the dynamic links. The wavelet coherence detects a correlation in a time-frequency domain, which is relevant to set up a diversification strategy...
Journal Articles
International Journal of Islamic and Middle Eastern Finance and Management (2015) 8 (3): 349–368.
Published: 17 August 2015
... in the Malaysian financial system but also allowed Malaysia to become an international center for the Islamic finance, as indicated by Furqani and Mulyany (2009) . Economic growth Islamic banking VECM The effect of Islamic banks’ development on economic growth remains ambiguous at both...
