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AssessingSukukdefaults using value-at-risk techniques
16 references·0 citing·44 second hop
AssessingSukukdefaults using value-at-risk techniques (2018)AssessingSukukdefaults using value-at-ris…The Determinants of Sukuk Market Development (2016)The Determinants of Sukuk Mar…Sukuk issuance and information asymmetry: Why do firms issue sukuk ? (2016)Sukuk issuance and informatio…Agency costs and corporate sukuk issuance (2016)Agency costs and corporate su…The (little) difference that makes all the difference between Islamic and conventional bonds (2015)The (little) difference that …Sukuk and Bond Performance in Malaysia (2014)Sukuk and Bond Performance in…Examining the relationship between default risk and efficiency in Islamic and conventional banks (2014)Examining the relationship be…Sukuk vs. conventional bonds: A stock market perspective (2013)Sukuk vs. conventional bonds:…Compare and Contrast Sukuk (Islamic Bonds) with Conventional Bonds, Are they Compatible? (2013)Compare and Contrast Sukuk (I…Comparative Analysis of Return on Sukuk and Conventional Bonds (2013)Comparative Analysis of Retur…Are Islamic bonds different from conventional bonds? International evidence from capital market tests (2013)Are Islamic bonds different f…Islamic bond issuance: what sovereign debt managers need to know (2008)Islamic bond issuance: what s…Innovation in the structuring of Islamic sukuk securities (2008)Innovation in the structuring…Sukuk vs. Eurobonds: Is There a Difference in Value-at-Risk? (2007)Sukuk vs. Eurobonds: Is There…Sukuk vs. Eurobonds (2007)Sukuk vs. EurobondsValue at risk models for Dutch bond portfolios (2000)Value at risk models for Dutc…Evaluation of Value-at-Risk Models Using Historical Data (1997)Evaluation of Value-at-Risk M…An Introduction to Islamic Finance (2001)Co-movement between sharia stocks and sukuk in the GCC markets: A time-frequency analysis (2014)An Overview of Islamic Finance (2015)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Agency Costs of Free Cash Flow, Corporate Finance, and Takeovers (1986)Event Studies in Economics and Finance (1997)Dynamic dependence of the global Islamic equity index with global conventional equity market indices and risk factors (2014)Islamic Finance (2015)The Pricing of Options and Corporate Liabilities (1973)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Another look at the instrumental variable estimation of error-components models (1995)Liquidity Creation Performance and Financial Stability Consequences of Islamic Banking: Evidence from a Multinational Study (2018)Stock market efficiency: A comparative analysis of Islamic and conventional stock markets (2018)The impact of regional banks on environmental pollution: Evidence from China's city commercial banks (2021)Corporate financing and investment decisions when firms have information that investors do not have (1984)A synthesis of theoretical and empirical research on sukuk (2015)Issues in Islamic banking and finance: Islamic banks, Shari’ah-compliant investment and sukuk (2015)Influential and intellectual structure of Islamic finance: a bibliometric review (2020)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)Statistical analysis of cointegration vectors (1988)Bootstrapping Financial Time Series (2002)The Effect of Asymmetries on Stock Index Return Value‐at‐Risk Estimates (2003)Liquidity adjusted value-at-risk based on the components of the bid-ask spread (2006)Islamic Finance Gears Up (2005)Introducing Islamic Banks into Conventional Banking Systems (2007)An Introduction to Islamic Finance (2011)Does the theory of planned behaviour (TPB) matter in Sukuk investment decisions? (2016)Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations (1991)Initial conditions and moment restrictions in dynamic panel data models (1998)Financial integration between sukuk and bond indices of emerging markets: Insights from wavelet coherence and multivariate-GARCH analysis (2017)A Review of Islamic Investment Literature (2018)Does Sukuk market development promote economic growth? (2020)Islamic Finance in the Global Economy (2000)Measuring Market Risk (2005)Islamic Finance (2006)An Overview of Islamic Finance (2015)Dynamic correlations and volatility linkages between stocks and sukuk: Evidence from international markets (2016)The impact of Sukuk on the performance of conventional and Islamic banks (2019)Using value-at-risk to control risk taking: how wrong can you be? (1998)Quantile Uncertainty and Value‐at‐Risk Model Risk (2012)The analysis of bank business performance and market risk—Applying Fuzzy DEA (2013)Analysis of value at risk of Sukuk and conventional bonds in Pakistan (2017)Who drives whom ‐ sukuk or bond? A new evidence from granger causality and wavelet approach (2017)
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References

  • 2013Sukuk vs. conventional bonds: A stock market perspective243 cited
  • 2008Innovation in the structuring of Islamic sukuk securities181 cited
  • 2013Are Islamic bonds different from conventional bonds? International evidence from capital market tests145 cited
  • 2008Islamic bond issuance: what sovereign debt managers need to know144 cited
  • 2014Examining the relationship between default risk and efficiency in Islamic and conventional banks141 cited
  • 1997Evaluation of Value-at-Risk Models Using Historical Data116 cited
  • 2000Value at risk models for Dutch bond portfolios104 cited
  • 2016The Determinants of Sukuk Market Development86 cited
  • 2013Compare and Contrast Sukuk (Islamic Bonds) with Conventional Bonds, Are they Compatible?72 cited
  • 2007Sukuk vs. Eurobonds67 cited
  • 2007Sukuk vs. Eurobonds: Is There a Difference in Value-at-Risk?67 cited
  • 2016Agency costs and corporate sukuk issuance56 cited
  • 2016Sukuk issuance and information asymmetry: Why do firms issue sukuk ?56 cited
  • 2013Comparative Analysis of Return on Sukuk and Conventional Bonds49 cited
  • 2014Sukuk and Bond Performance in Malaysia48 cited

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  • 2015The (little) difference that makes all the difference between Islamic and conventional bonds47 cited
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