Policy and persistence of stock returns volatility: conventional versus Islamic stock market / Rosylin Mohd. Yusof and M. Shabri Abd. Majid
This paper examines the extent to which the conditional volatilities of both conventional and Islamic stock markets in a small developing stock market, Malaysia, are related to the conditional volatility of monetary policy variables. Among the monetary policy variables tested in the study are money...
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| Format: | Book |
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Faculty of Business and Management ; UiTM Press,
2006.
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| Online Access: | Link Metadata |
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