Portfolio diversification benefits of Islamic investors with their major trading partners: Evidence from Malaysia based on MGARCH-DCC and wavelet approaches

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How oil prices, gold prices, uncertainty and risk impact Islamic and conventional stocks? Empirical evidence from QARDL technique (2020, background): “Islamic securities are important from the viewpoint of their behavior because it is usually reported that their sensitivity differs from conventional instruments (see Narayan and Phan, 2017; Rahim and Masih, 2016).”
Dynamic risk spillovers between gold, oil prices and conventional, sustainability and Islamic equity aggregates and sectors with portfolio implications (2017, unknown): “…investors results in substantial welfare gains; and this result has been empirically verified by more recent studies (Hammoudeh et al., 2014; Rahim and Masih, 2016; Dewandaru et al., 2016; Charfeddine et al., 2016; Majdoub et al., 2016).3 Less attention has been given on combining Islamic…”
Does bitcoin co-move and share risk with Sukuk and world and regional Islamic stock markets? Evidence using a time-frequency approach (2020, methodology): “The wavelet approach can handle nonstationary data, localization in time, and the resolution of the signal in terms of the time scale of analysis (Ramsey and Lampart, 1998; Ramsey, 2002).”