The Volatility and Risk-Return Trade-Off of Malaysian Islamic and Conventional Indexes During the Global Financial Crisis and COVID-19 Pandemic
Foo Siong Min,
Nazrul Hisyam Ab Razak,
Fakarudin Kamarudin
et al.
Abstract:Manuscript type: Research paper Research aims: This study aims to investigate the volatility characteristics and risk-return trade-off of Islamic and conventional indexes in the Malaysian market. Design/Methodology/Approach: The research covers the daily data of the period from August 2007 to December 2022, divided into four distinct periods: the full sample, the period during and after the 2007- 08 financial crisis, and the period during the COVID-19 pandemic. The research employs a hybrid model that combines… Show more
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