Does Islamic investment help the Chinese investors? Evidence from China based MGARCH-DCC approach /

This study investigates the extent to which Chinese equity investors can benefit from diversifying their portfolio into Shariah-compliant (Islamic) indices in China. It examines three Chinese Islamic stock indices and ten sectorial indices as a sample. The multivariate GARCH-dynamic conditional corr...

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Bibliographic Details
Main Author: Ma, Muxing (Author)
Format: Thesis
Language:English
Published: Kuala Lumpur : IIUM Institute of Islamic Banking and Finance, International Islamic University Malaysia, 2018
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Online Access:Click here to view 1st 24 pages of the thesis. Members can view fulltext at the specified PCs in the library.
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