Zobrazeno 1 - 10
of 28
pro vyhledávání: '"A. S. M. Sohel Azad"'
Publikováno v:
International Review of Economics & Finance. 86:882-896
This paper analyses the effect of bank lending and fee income on Islamic and conventional bank's performance. The paper builds a theoretical model and provides empirical evidence to show that Islamic banks as compared to conventional banks can have a
Autor:
Hong-Bae Kim, A. S. M. Sohel Azad
Publikováno v:
The Singapore Economic Review. 67:411-438
This study investigates the relationship between macroeconomic risk and low-frequency volatility of conventional and Islamic stock markets from around the world. Using a panel of 36 countries, representing developed, emerging and Islamic countries fo
Publikováno v:
Journal of Financial Research. 43:263-303
In this article we explain how Islamic banks (IBs) maximize profitability in the presence of costly religiosity. Because of strong competition between IBs and conventional banks (CBs), a unique equilibrium emerges that affects the IB pricing structur
Publikováno v:
Journal of International Financial Markets, Institutions and Money. 57:1-16
This paper provides both theoretical and empirical support on how non-conventional (i.e., Islamic) stocks could act as a hedge during a tranquil environment and provide a shelter in times of a systematic economic and financial crisis. We build a thre
Autor:
A. S. M. Sohel Azad, Fahmida E. Moula, Mohammed Shamim Uddin Khan, Mohammad Zoynul Abedin, Chi Guo-tai
Publikováno v:
International Journal of Finance & Economics. 24:474-507
The heart of this study is particularly on risk assessment of financial decision support systems (FDSSs), to advance the model performance and improve classification accuracy. To conquer the downsides of the classical models, statistical intelligence
Publikováno v:
Research in International Business and Finance. 45:349-356
This paper investigates the determinants of the corporate credit spreads changes in the Japanese bond markets. We show that the business cycle risk and market skewness risk affect changes in the credit spread in Japan even after controlling for the f
Publikováno v:
International Review of Financial Analysis. 78:101935
We employ a stochastic frontier approach to estimate firm efficiency - the efficiency with which a firm converts its inputs into output. We find a negative relation between firm efficiency and the cross-section of stock returns (‘firm efficiency ef
Publikováno v:
Global Finance Journal. 50:100531
This paper examines how state contingent banking can help neutralize challenges like debt overhang and lack of optimal risk takings, problems associated with conventional banking that can eventually manifest in the creation of asset price bubbles and
Publikováno v:
Emerging Markets Finance and Trade. 53:1573-1588
We provide empirical evidence on the stock market participants’ behavior in an emerging market, with a tax-free environment. Our results show that United Arab Emirates’ (UAE) investors exhibit overconfidence and home bias, and tend to sell prior
Publikováno v:
Pacific-Basin Finance Journal. 62:101351
This paper examines how the liability side of Islamic banks is impacted by the risk in the macro economy. The paper first develops theoretical models for conventional and Islamic banks. For conventional banks, we argue that during periods of rising r