Výsledky vyhledávání - "Mabruk Billah"

Akademický článek

Tail-risk connectedness between sukuk and conventional bond markets and their determinants: Evidence from a country-level analysis

Autor: Syed Mabruk Billah, Burcu Kapar, M. Kabir Hassan, Luca Pezzo, Mustafa Raza Rabbani

Publikováno v: Borsa Istanbul Review, Vol 24, Iss 1, Pp 137-163 (2024)

The study investigates the tail-risk spillover between the markets for sukuk and conventional bonds across fifteen countries between 2016 and 2023. First, we estimate a time varying parameter-value at risk (TVP-VAR)-based frequency connectedness mode

Externí odkaz: https://doaj.org/article/16661e79b9f6485c8c845250bebe3d9b

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Akademický článek

Navigating environmental concerns and geopolitical risks: A study on green sukuk and Islamic equities amid climate crisis and the Russia-Ukraine conflict

Autor: Syed Mabruk Billah, Nadia Adnan

Publikováno v: Energy Strategy Reviews, Vol 53, Iss , Pp 101372- (2024)

Investors seek safe haven assets for portfolio diversification and risk management because climate change and environmental markets have recently become the concern of many governments, companies, households, politicians and academics. Therefore, thi

Externí odkaz: https://doaj.org/article/545e3f6799034a668e5a22b4f81e0b9b

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Sukuk and bond dynamics in relation to exchange rate

Autor: Syed Mabruk Billah, Thi Thu Ha Nguyen, Md Iftekhar Hasan Chowdhury

Publikováno v: International Journal of Islamic and Middle Eastern Finance and Management. 16:621-646

Purpose This study aims to contribute by expanding the existing literature on Sukuk return and volatility and exploring the implications of the Sukuk-exchange rate interactions. Design/methodology/approach This study examines the dynamic interactions

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::c049075c47ef86f17316022a387a5674
https://doi.org/10.1108/imefm-01-2022-0024

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Analysis of the frequency dynamics of spillovers and connectedness among Islamic and conventional banks and their determinants: evidence from Gulf Cooperative Council (GCC) markets

Autor: Mosab I. Tabash, Mabruk Billah, Sanjeev Kumar, Md. Kausar Alam, Faruk Balli

Publikováno v: Applied Economics. :1-30

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::a07be44efad2c1204acf863f6b6a52c2
https://doi.org/10.1080/00036846.2022.2140771

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Spillovers on sectoral sukuk returns: evidence from country level analysis

Autor: Mabruk Billah, Faruk Balli, Hatice Ozer Balli

Publikováno v: Applied Economics. 54:4402-4432

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::145ed520a132b826db026b1c445999ea
https://doi.org/10.1080/00036846.2022.2030049

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Religion vs ethics: hedge and safe haven properties of Sukuk and green bonds for stock markets pre- and during COVID-19

Autor: Sitara Karim, Syed mabruk Billah, Muhammad Abubakr Naeem, Mustafa Raza Rabbani

Publikováno v: International Journal of Islamic and Middle Eastern Finance and Management. 16:234-252

Purpose This study aims to examine the hedge and safe-haven properties of the Sukuk and green bond for the stock markets pre- and during the COVID-19 pandemic period. Design/methodology/approach To test the hedge and safe-haven characteristics of Suk

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::384fbbf26aeb440cf1797380737a59a1
https://doi.org/10.1108/imefm-06-2021-0252

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Quantile connectedness between Sukuk bonds and the impact of COVID-19

Autor: Mohamed Marei, Faruk Balli, Mabruk Billah, Muhammad Naeem

Publikováno v: Applied Economics Letters. 29:1378-1387

The purpose of this study is to investigate the return connectedness in the median, left, and right tail, using the novel methodology of quantile-based connectedness proposed by Ando et al. (2018)....

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::b7fdf224b3e6b2c58cdda8a1b31e30be
https://doi.org/10.1080/13504851.2021.1934384

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The Impacts of the Russia–Ukraine Invasion on Global Markets and Commodities: A Dynamic Connectedness among G7 and BRIC Markets

Autor: Md. Kausar Alam, Mosab I. Tabash, Mabruk Billah, Sanjeev Kumar, Suhaib Anagreh

Publikováno v: Journal of Risk and Financial Management; Volume 15; Issue 8; Pages: 352

The conflict between Russia and Ukraine has been causing knock-on effects worldwide. The supply and price of major commodity markets (oil, gas, platinum, gold, and silver) have been greatly impacted. Due to the ongoing conflict, financial markets acr

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::8cddb34dc580c00f98cdde207de04e96

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Spillovers to sectoral equity returns: do liquidity and financial positions matter?

Autor: Faruk Balli, Mabruk Billah, Hatice Ozer Balli, Anne de Bruin

Publikováno v: Applied Economics. 53:3097-3130

In this paper, we investigate spillovers from regional and global equity markets to sectoral equity indices for several different regions/countries. First, we investigate the connectedness of secto...

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::59bb40ba196e0e3403998dd39e63dd24
https://doi.org/10.1080/00036846.2021.1875120

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