INFORMATION SUPERIORITY AND VOLATILITY DYNAMICS: A STUDY USING VECM-EGARCH SPECIFICATION ON SHARIAH BASED INDEX AND GENERAL INDEX IN MALAYSIA
Author details:
- Mohammad Imdadul Haque, Prince Sattam bin Abdulaziz University, Saudi Arabia.
- Afsal E.M Mahatma Gandhi University, Kerala, India.
Page Numbers: 20 - 30
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