Zobrazeno 1 - 4
of 4
pro vyhledávání: '"Syed mabruk Billah"'
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
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
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
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