Publication:
Interest rate and exchange rate risks of Islamic bank stock returns
| DC Field | Value | |
|---|---|---|
| dc.contributor.author | Wan Nor Aishahton Wan Ayub | |
| dc.contributor.supervisor | Mansor H. Ibrahim | |
| dc.date.accessioned | 2017-04-27T11:05:09Z | |
| dc.date.available | 2017-04-27T11:05:09Z | |
| dc.date.issued | 2015 | |
| dc.description.abstract | This paper aims to empirically study the impact of interest rate and exchange rate risks on Islamic bank stock returns. The data for this study is obtained from the Datastream for the period between 1996 and 2013. The methodology employed is the standard linear regression and EGARCH estimation models. The dataset used in this study involves 39 full-fledged Islamic banks across the globe. The empirical evidence reveals that market risk is the major determinant of the sensitivity of Islamic bank stock returns. Both methods are used in this study indicates that the coefficients of market rate returns ... | en_US |
| dc.identifier.citation | Wan Ayub, W. N. A. (2015). Interest rate and exchange rate risks of Islamic bank stock returns (Master dissertation). INCEIF, Kuala Lumpur. Retrieved from https://ikr.inceif.org/handle/INCEIF/2369 | en_US |
| dc.identifier.uri | https://ikr.inceif.edu.my/handle/INCEIF/2369 | |
| dc.language | English | |
| dc.language.iso | eng | en_US |
| dc.publisher | INCEIF | en_US |
| dc.rights | 2015. INCEIF | |
| dc.source | GS | |
| dc.subject | Islamic bank stock returns | |
| dc.subject | Market risk | |
| dc.subject | Interest rate risk | |
| dc.subject | Exchange rate risk | |
| dc.subject | Linear regression | |
| dc.subject | EGARCH | |
| dc.subject | Project paper (MIF) | |
| dc.title | Interest rate and exchange rate risks of Islamic bank stock returns | en_US |
| dc.type | Master | en_US |
| dlc.maintopic | Islamic capital markets | en_US |
| dspace.entity.type | Publication | |
| ikr.doctype | Theses | |
| ikr.license | Available in physical copy only (Call Number: t HG 4551 W244I) | |
| ikr.topic.maintopic | Islamic capital markets | en_US |
| relation.isAuthorOfPublication | a45f0c66-a9b7-4f24-b073-1c875276163a | |
| relation.isAuthorOfPublication | a45f0c66-a9b7-4f24-b073-1c875276163a | |
| Appears in Collections |