Money Market ISLAMIC STOCK MARKET VOLATILITY: IS IT A PROBLEM FOR INVESTORS?
ϳϰ
DDJIM-3 0.032301
0.172053 -0.194947
-9.97E-05 0.000423
0.000106 -0.000122
0.07983 0.26741
1.39714 0.00011
0.00191 3.6E-05
0.00034 [ 0.40462]
[ 0.64340] [-0.13953]
[-0.88127] [ 0.22110]
[ 2.97259] [-0.35800]
DDJIM-4 -0.035275
0.212739 -0.997467
7.45E-05 0.000896
5.16E-05 7.65E-05
0.04987 0.16706
0.87283 7.1E-05
0.00119 2.2E-05
0.00021 [-0.70729]
[ 1.27343] [-1.14279]
[ 1.05389] [ 0.75022]
[ 2.31204] [ 0.36002]
DFHSI-1 -0.011890 -0.065729
0.558024 1.47E-05
-0.000993 -2.33E-05
0.000217 0.02542
0.08513 0.44480
3.6E-05 0.00061
1.1E-05 0.00011
[-0.46783] [-0.77207]
[ 1.25455] [ 0.40839]
[-1.63151] [-2.04749]
[ 2.00463] DFHSI-2
-0.053509 -0.037149
0.466716 3.75E-05
-0.001273 3.67E-06
0.000291 0.02586
0.08663 0.45263
3.7E-05 0.00062
1.2E-05 0.00011
[-2.06895] [-0.42881]
[ 1.03113] [ 1.02231]
[-2.05648] [ 0.31725]
[ 2.64309] DFHSI-3 -0.089071
-0.092617 0.191641
6.92E-05 -0.000732
-4.95E-06 0.000399
0.02637 0.08834
0.46156 3.7E-05
0.00063 1.2E-05
0.00011 [-3.37730]
[-1.04839] [ 0.41520]
[ 1.85040] [-1.15865]
[-0.42000] [ 3.55356]
DFHSI-4 -0.061952
0.046994 0.262148
5.94E-05 0.000245
-8.62E-06 3.45E-05
0.03168 0.10612
0.55445 4.5E-05
0.00076 1.4E-05
0.00013 [-1.95550]
[ 0.44283] [ 0.47281]
[ 1.32288] [ 0.32357]
[-0.60819] [ 0.25561]
DLNEXRATE-1 221.6999
-68.60623 -9400.717
-0.789790 5.537843
0.179974 -1.034318
253.841 850.290
4442.50 0.35989
6.07770 0.11355
1.08150 [ 0.87338]
[-0.08069] [-2.11609]
[-2.19454] [ 0.91117]
[ 1.58504] [-0.95637]
DLNEXRATE-2 137.8482
-292.3077 -4308.820
-0.834309 5.777045
0.184374 -0.842407
194.268 650.738
3399.91 0.27543
4.65135 0.08690
0.82769 [ 0.70958]
[-0.44919] [-1.26733]
[-3.02913] [ 1.24202]
[ 2.12173] [-1.01778]
DLNEXRATE-3 -142.9646 86.67749 -4434.121 -0.799776 -4.261392
0.097041 0.383279
161.351 540.477
2823.82 0.22876
3.86322 0.07217
0.68744 [-0.88605]
[ 0.16037] [-1.57025]
[-3.49614] [-1.10307]
[ 1.34454] [ 0.55754]
DLNEXRATE-4 -176.9115 -168.2552
-2856.069 -0.403287
-3.300021 0.080708
0.187551 118.153
395.778 2067.82
0.16751 2.82894
0.05285 0.50340
[-1.49730] [-0.42513]
[-1.38120] [-2.40747]
[-1.16652] [ 1.52707]
[ 0.37257]
ϳϱ
DCPI-1 -6.514890
-36.01195 185.1695
0.012072 0.150590
-0.003897 0.059080
8.03648 26.9197
140.647 0.01139
0.19242 0.00359
0.03424 [-0.81066]
[-1.33775] [ 1.31655]
[ 1.05949] [ 0.78262]
[-1.08407] [ 1.72548]
DCPI-2 -4.510762
59.87863 34.68164 -0.012665 -0.420577 -0.000607
0.034143 9.97302
33.4066 174.539
0.01414 0.23878
0.00446 0.04249
[-0.45230] [ 1.79242]
[ 0.19870] [-0.89569]
[-1.76133] [-0.13616]
[ 0.80355] DCPI-3
-4.252587 -53.09554 163.7854 -0.000862 -0.145701 -0.001530
0.036739 7.43658
24.9103 130.148
0.01054 0.17805
0.00333 0.03168
[-0.57185] [-2.13147] [ 1.25845] [-0.08176] [-0.81830] [-0.46005] [
1.15954] DCPI-4
-15.07152 41.35416
47.45919 -0.010631
-0.201091 0.001977
0.068071 9.63017
32.2581 168.539
0.01365 0.23057
0.00431 0.04103
[-1.56503] [ 1.28198]
[ 0.28159] [-0.77863]
[-0.87213] [ 0.45905]
[ 1.65906] DLNM2-1
97.07097 624.1384
-18631.20 -2.839961
54.45340 1.010559
2.695808 665.727
2229.98 11651.0
0.94385 15.9395
0.29779 2.83636
[ 0.14581] [ 0.27988]
[-1.59911] [-3.00891]
[ 3.41626] [ 3.39356]
[ 0.95045] DLNM2-2
299.0906 1039.580
-16466.78 -3.707900
29.03875 0.530536
5.349160 647.926
2170.35 11339.4
0.91861 15.5132
0.28982 2.76052
[ 0.46161] [ 0.47899]
[-1.45217] [-4.03641]
[ 1.87187] [ 1.83054]
[ 1.93774] DLNM2-3
83.82105 -70.47143
-10563.10 -1.973939
28.27431 0.320679
0.842041 428.631
1435.78 7501.51
0.60770 10.2627
0.19173 1.82620
[ 0.19556] [-0.04908]
[-1.40813] [-3.24821]
[ 2.75506] [ 1.67255]
[ 0.46109] DLNM2-4
637.3895 826.1197
-9420.306 -1.680292
11.05571 0.083543
3.880657 389.396
1304.36 6814.86
0.55208 9.32328
0.17418 1.65904
[ 1.63687] [ 0.63335]
[-1.38232] [-3.04359]
[ 1.18582] [ 0.47963]
[ 2.33910] DBIR-1
61.05706 -228.7383
-926.7468 -0.053780
-0.925064 -0.017868
0.522458 51.8470
173.672 907.380
0.07351 1.24137
0.02319 0.22090
[ 1.17764] [-1.31707]
[-1.02134] [-0.73162]
[-0.74520] [-0.77043]
[ 2.36517] DBIR-2 -22.88173
-15.82175 440.7265
-0.004996 -0.157875
0.017163 -0.145993
50.3722 168.731
881.569 0.07142
1.20606 0.02253
0.21461 [-0.45425]
[-0.09377] [ 0.49993]
[-0.06996] [-0.13090]
[ 0.76171] [-0.68026]