Relationship between Macroeconomic Variables and Malaysia Available Shariah Indices

Abdullah, Azrul; Mat Isa, Norshamshina; Hassan, Zunairah

[conference paper]

dc.contributor.author	Abdullah, Azrul	de
dc.contributor.author	Mat Isa, Norshamshina	de
dc.contributor.author	Hassan, Zunairah	de
dc.date.accessioned	2018-04-30T08:23:54Z
dc.date.available	2018-04-30T08:23:54Z
dc.date.issued	2012	de
dc.identifier.isbn	978-1-4673-4617-7	de
dc.identifier.uri	https://www.ssoar.info/ssoar/handle/document/57012
dc.description.abstract	This paper aims to study the relationship between local and foreign macroeconomic variables and Malaysia available Shariah Indices. In our study, we used the Vector Error Correction (VEC) framework by initially looking at the long run and short run relationship between Malaysia available Shariah indices (i.e. KLSI, FTSE Bursa Malaysia EMAS Shariah Index and FTSE Bursa Malaysia Hijrah Shariah Index) and the macroeconomic variables via the Johansen cointegration technique. Monthly data during the twenty two-year period (from January 1990 to December 2011) has been collected from DataStream and tested. The findings show positive relationship between the variables from 1990 to 2006. However, mix results were found after the period till 2011. This study then conclude that the standardized set of macroeconomic variables that specified by earlier researchers still can be relied but in careful policy formulation.	en
dc.language	en	de
dc.publisher	IEEE	de
dc.subject.ddc	Wirtschaft	de
dc.subject.ddc	Economics	en
dc.subject.other	Macroeconomics; FTSE Shariah Index; Granger Causality	de
dc.title	Relationship between Macroeconomic Variables and Malaysia Available Shariah Indices	de
dc.description.review	begutachtet (peer reviewed)	de
dc.description.review	peer reviewed	en
dc.identifier.url	http://ieeexplore.ieee.org/abstract/document/6504315/	de
dc.source.collection	2012 IEEE Colloquium on Humanities, Science and Engineering (CHUSER 2012); Kota Kinabalu, Sabah, Malaysia 3-4 December 2012	de
dc.publisher.country	MISC
dc.subject.classoz	Volkswirtschaftstheorie	de
dc.subject.classoz	National Economy	en
dc.rights.licence	Digital Peer Publishing Licence - Basismodul	de
dc.rights.licence	Basic Digital Peer Publishing Licence	en
ssoar.contributor.institution	Universiti Teknologi MARA	de
internal.status	formal und inhaltlich fertig erschlossen	de
dc.type.stock	incollection	de
dc.type.document	Konferenzbeitrag	de
dc.type.document	conference paper	en
dc.type.document	Sammelwerksbeitrag	de
dc.type.document	collection article	en
internal.identifier.classoz	1090301
internal.identifier.document	16
internal.identifier.document	25
internal.identifier.ddc	330
dc.identifier.doi	https://doi.org/10.1109/CHUSER.2012.6504315	de
dc.description.pubstatus	Preprint	de
dc.description.pubstatus	Preprint	en
internal.identifier.licence	4
internal.identifier.pubstatus	3
internal.identifier.review	1
dc.subject.classhort	10900	de
internal.pdf.version	1.5
internal.pdf.version	1.5
internal.pdf.valid	true
internal.pdf.valid	true
internal.pdf.wellformed	true
internal.pdf.wellformed	true
internal.check.abstractlanguageharmonizer	CERTAIN
internal.check.languageharmonizer	CERTAIN_RETAINED

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Volkswirtschaftstheorie
Economic Theory

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