THE IMPACT OF GLOBAL ECONOMIC POLICY UNCERTAINTY AND VOLATILITY ON STOCK MARKETS: EVIDENCE FROM ISLAMIC COUNTRIES

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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...

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Bibliographic Details
Published in:	Asian Economic and Financial Review
Main Author:	Adam N.; Sidek N.Z.M.; Sharif A.
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

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