THE IMPACT OF GLOBAL ECONOMIC POLICY UNCERTAINTY AND VOLATILITY ON STOCK MARKETS: EVIDENCE FROM ISLAMIC COUNTRIES
This study investigates the impact of uncertainty and volatility on ten Islamic stock returns using monthly data for from 2011:M5 to 2021:M5. We rely on the continuous wavelet transform and wavelet coherence ratios, which allows decomposition of time series across time scales to investigate the caus...
| Published in: | Asian Economic and Financial Review |
|---|---|
| Main Author: | |
| Format: | Article |
| Language: | English |
| Published: |
Asian Economic and Social Society
2022
|
| Online Access: | https://www.scopus.com/inward/record.uri?eid=2-s2.0-85124464982&doi=10.18488%2f5002.v12i1.4400&partnerID=40&md5=17fb12b9601198ffb8c6ea9c06f0b307 |