Regime-dependent relation between Islamic and conventional financial markets
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DOI: 10.1016/j.bir.2017.11.001
Abstract: The aim of this paper is to examine regime-dependent dynamic relation between Islamic and conventional financial markets by means of Markov Switching Vector Autoregression (MS-VAR). Empirical results suggest evidence in favor of regime-switching properties in… read more here.
Keywords: conventional financial; islamic conventional; relation islamic; financial markets ... See more keywords
The inflation hedging capacity of Islamic and conventional equities
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DOI: 10.1108/jes-04-2019-0183
Abstract: This study analyzes the inflation hedging of Islamic and conventional equities by employing 26 indices for the period ranging from January 1996 till August 2018. The authors investigate the decoupling hypothesis for Islamic versus conventional… read more here.
Keywords: hedging capacity; inflation hedging; islamic conventional; inflation ... See more keywords
The determinants of intermediation margins in Islamic and conventional banks
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DOI: 10.1108/mf-11-2016-0327
Abstract: Purpose The distinctive feature of Islamic financial intermediation is its foundation on profit-and-loss sharing which reinforces solidarity and fraternity between partners. Thus, the bank margin and its determinants may differ between Islamic and conventional banks… read more here.
Keywords: determinants intermediation; islamic conventional; conventional banks; intermediation ... See more keywords
Sector Portfolio Performance Comparison between Islamic and Conventional Stock Markets
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DOI: 10.3390/su11174618
Abstract: This study compares the performance of sector portfolios from Islamic and conventional stock markets, using standard as well as current performance measures for a recent sample period between January 1996 and December 2015. Furthermore, to… read more here.
Keywords: performance; sector; islamic conventional; conventional stock ... See more keywords