Siok Jin Lim
Personal Details
First Name: | Siok Jin |
Middle Name: | |
Last Name: | Lim |
Suffix: | |
RePEc Short-ID: | pli1128 |
[This author has chosen not to make the email address public] | |
Affiliation
International Centre for Education in Islamic Finance (INCEIF)
Kuala Lumpur, Malaysiahttp://www.inceif.org/
RePEc:edi:inceimy (more details at EDIRC)
Research output
Jump to: Working papersWorking papers
- Lim, Siok Jin & Masih, Mansur, 2017. "Exploring portfolio diversification opportunities in Islamic capital markets through bitcoin: evidence from MGARCH-DCC and Wavelet approaches," MPRA Paper 79752, University Library of Munich, Germany.
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Working papers
- Lim, Siok Jin & Masih, Mansur, 2017.
"Exploring portfolio diversification opportunities in Islamic capital markets through bitcoin: evidence from MGARCH-DCC and Wavelet approaches,"
MPRA Paper
79752, University Library of Munich, Germany.
Cited by:
- Ross C Phillips & Denise Gorse, 2018. "Cryptocurrency price drivers: Wavelet coherence analysis revisited," PLOS ONE, Public Library of Science, vol. 13(4), pages 1-21, April.
- Lim, Siok Jin, 2020. "Portfolio diversification opportunities for U.S. Islamic investors with its trading partners when the world catches a cold: A Multivariate-GARCH and wavelet approach," MPRA Paper 103295, University Library of Munich, Germany.
- Pritpal Singh BHULLAR & Dyal BHATNAGAR, 2020. "Bitcoins as a determinant of stock market movements: A comparison of Indian and Chinese Stock Markets," Theoretical and Applied Economics, Asociatia Generala a Economistilor din Romania / Editura Economica, vol. 0(3(624), A), pages 193-202, Autumn.
- Pavković Ana & Anđelinović Mihovil & Pavković Ivan, 2019. "Achieving Portfolio Diversification through Cryptocurrencies in European Markets," Business Systems Research, Sciendo, vol. 10(2), pages 85-107, September.
- Onur Gozbasi & Buket Altinoz & Eyup Ensar Sahin, 2021. "Is Bitcoin a Safe Haven? A Study on the Factors that Affect Bitcoin Prices," International Journal of Economics and Financial Issues, Econjournals, vol. 11(4), pages 35-40.
- Aysu Ahmadova & Taghi Guliyev & Khatai Aliyev, 2024. "The Relationship between Bitcoin and Nasdaq, U.S. Dollar Index and Commodities," International Journal of Energy Economics and Policy, Econjournals, vol. 14(1), pages 281-289, January.
- Rehman, Mobeen Ur & Asghar, Nadia & Kang, Sang Hoon, 2020. "Do Islamic indices provide diversification to bitcoin? A time-varying copulas and value at risk application," Pacific-Basin Finance Journal, Elsevier, vol. 61(C).
More information
Research fields, statistics, top rankings, if available.Statistics
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Co-authorship network on CollEc
NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 1 paper announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-MAC: Macroeconomics (1) 2017-06-25. Author is listed
- NEP-PAY: Payment Systems and Financial Technology (1) 2017-06-25. Author is listed
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