The Impact of the Volatility of the US Government Bonds Rate on the Islamic Index Return
Journal Title: Eurasian Journal of Business and Economics - Year 2018, Vol 11, Issue 21
Abstract
This study investigates the impact of the US monetary policy, represented through the volatility of the US government bonds rate, on the return of Dow Jones UK Islamic index. Monthly observations spans, in the period between December 2006 and June 2017, are obtained from the International Monetary Fund database. The OLS regression and granger causality analysis are used to investigate the impact. The results of the analysis show that there is significant impact of the US monetary policy on the Dow Jones UK Islamic index return
Authors and Affiliations
Irfan DJEDOVIĆ, Ugur ERGUN
Keywords
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- EP ID EP600932
- DOI 10.17015/ejbe.2018.021.05
- Views 82
- Downloads 0
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