Time Varying Correlation between Islamic Equity and Commodity Returns: Implications for Portfolio Diversification

Sarkar Kabir, Aftab Khan, Omar Bashar, Mansur Masih

Research output: Contribution to journalArticle

Original languageEnglish
Pages (from-to)115 – 128
Number of pages14
JournalThe Journal of Developing Areas
Volume49
Issue number5
Publication statusPublished - 2015

Keywords

  • Islamic Capital Market
  • Commodity Market
  • Financial Crisis
  • Multivariate GARCH
  • Dynamic Conditional Correlation

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