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Financial integration between sukuk and bond indices of emerging markets: Insights from wavelet coherence and multivariate-GARCH analysis

dc.contributor.authorBhuiyan, Rubaiyat
dc.contributor.authorRahman, Maya Puspa
dc.contributor.authorSaiti, Buerhan
dc.contributor.authorGhani, Gairuzazmi Mat
dc.date.accessioned2019-12-09T05:23:20Z
dc.date.available2019-12-09T05:23:20Z
dc.date.issued2018
dc.identifier.citationBhuiyan, R. and Rahman,, M.P. and Saiti, B. and Ghani, G.M. 2018. Financial integration between sukuk and bond indices of emerging markets: Insights from wavelet coherence and multivariate-GARCH analysis. Borsa Istanbul Review. 18 (3): pp. 218-230.
dc.identifier.urihttp://hdl.handle.net/20.500.11937/77219
dc.identifier.doi10.1016/j.bir.2017.11.006
dc.publisherBorsa Istanbul Anonim Sirketi
dc.rights.urihttp://creativecommons.org/licenses/by-nc-nd/4.0/
dc.titleFinancial integration between sukuk and bond indices of emerging markets: Insights from wavelet coherence and multivariate-GARCH analysis
dc.typeJournal Article
dcterms.source.issn2214-8469
dcterms.source.titleBorsa Istanbul Review
dc.date.updated2019-12-09T05:23:08Z
curtin.departmentCurtin International
curtin.accessStatusOpen access
curtin.facultyCurtin International
curtin.contributor.orcidBhuiyan, Rubaiyat [0000-0002-7961-0869]


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