Výsledky vyhledávání - "Issam BOUSALAM"

Akademický článek

Quelles vitesses d’ajustement pour quels niveaux d’équilibre pour le taux d’intérêt interbancaire marocain ? Estimation et comparaison d’un modèle à réversion quadratique

Autor: Moustapha HAMZAOUI, Issam BOUSALAM

Publikováno v: Revue Economie, Gestion et Société, Vol 0, Iss 2 (2015)

Cet article a pour objet d’estimer les paramètres du modèle de retour à la moyenne (SWING à tendance aléatoire) appliqué au taux moyen pondéré interbancaire marocain et ses équivalents pour d’autres pays de comparaison (USA, Italie, Turq

Externí odkaz: https://doaj.org/article/b4294886459b48369a9aeee2e46d9860

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Akademický článek

Bank-based Investing Rotating Savings and Credit Associations for Islamic Finance. A New Alternative to Drain Households’ Savings and Reduce Financial Exclusion / Bank-based Investing Rotating Savings and Credit Associations for Islamic Finance. A New Alternative to Drain Households’ Savings and Reduce Financial Exclusion

Autor: Hamzaoui, Moustapha, Issam, Bousalam

Publikováno v: Journal of Advanced Studies in Finance (JASF). VI(12):57-70

Externí odkaz: https://www.ceeol.com/search/article-detail?id=458556

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Impact of ethical screening on risk and returns

Autor: Moustapha Hamzaoui, Issam Bousalam

Publikováno v: Journal of Financial Regulation and Compliance. 24:268-291

Purpose This paper aims to expand the literature on performance and volatility of Islamic funds and indices in comparison to their conventional unscreened counterparts, by studying the Moroccan case considering the recent introduction of Islamic fina

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::aeb1c6f5210c8c34a8d2d86aa8f99938
https://doi.org/10.1108/jfrc-01-2016-0002

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Long memory forecasting of yield spreads using a fractionally integrated ARMA model and its application in Islamic capital market

Autor: Moustapha Hamzaoui, Issam Bousalam

Publikováno v: International Journal of Bonds and Derivatives. 3:71

In this paper, we used a modified rescaled range analysis (MRS) to investigate the presence of long memory in three series of absolute yield spreads (AYS) of the Dow Jones Sukuk Indexes from March 1, 2011 to March 1, 2016. The estimated Hurst exponen

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::4514d468c2a1b85708b86d9d0b0bae55
https://doi.org/10.1504/ijbd.2017.083952

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