THE CAUSAL RELATIONSHIP BETWEEN

STOCK MARKETS: AWAVELET

TRANSFORM-BASED APPROACH

AMEL ABDOULLAH AHMED DGHAIS

UNIVERSITI SAINS MALAYSIA

2016

THE CAUSAL RELATIONSHIP BETWEEN

STOCK MARKETS: AWAVELET

TRANSFORM-BASED APPROACH

by

AMEL ABDOULLAH AHMED DGHAIS

Thesis submitted in fulfilment of the requirements

for the degree of

Doctor of Philosophy

March 2016

ACKNOWLEDGEMENT