Does a Held-to-Maturity Strategy Impede Effective Portfolio Diversification for Islamic Bond (Sukuk) Portfolios? A Multi-Scale Continuous Wavelet Correlation Analysis-Reference-Cited by-同舟云学术

Does a Held-to-Maturity Strategy Impede Effective Portfolio Diversification for Islamic Bond (Sukuk) Portfolios? A Multi-Scale Continuous Wavelet Correlation Analysis

Published:2016-11-08 Issue:10 Volume:53 Page:2377-2393
ISSN:1540-496X
Container-title:Emerging Markets Finance and Trade
language:en
Short-container-title:Emerging Markets Finance and Trade

Author:

Najeeb Syed Faiq¹,Bacha Obiyathulla¹,Masih Mansur¹

Affiliation:

1. INCEIF, Lorong Universiti A, Kuala Lumpur, Malaysia

Publisher

Informa UK Limited

Subject

General Economics, Econometrics and Finance,Finance

Link

https://www.tandfonline.com/doi/pdf/10.1080/1540496X.2016.1205977

Reference63 articles.

1. Islamic stock markets and potential diversification benefits

2. Price discovery and regime shift behavior in the relationship between sharia stocks and sukuk: A two-state Markov switching analysis

3. Global factors driving structural changes in the co-movement between sharia stocks and sukuk in the Gulf Cooperation Council countries

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