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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| 格式: | Thesis |
| 语言: | English |
| 出版: |
Kuala Lumpur :
IIUM Institute of Islamic Banking and Finance, International Islamic University Malaysia,
2018
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| 主题: | |
| 在线阅读: | 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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