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Interest rate and exchange rate risks of Islamic bank stock returns

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dc.contributor.authorWan Nor Aishahton Wan Ayub
dc.contributor.supervisorMansor H. Ibrahim
dc.date.accessioned2017-04-27T11:05:09Z
dc.date.available2017-04-27T11:05:09Z
dc.date.issued2015
dc.description.abstractThis 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.citationWan 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/2369en_US
dc.identifier.urihttps://ikr.inceif.org/handle/INCEIF/2369
dc.languageEnglish
dc.language.isoengen_US
dc.publisherINCEIFen_US
dc.rights2015. INCEIF
dc.sourceGS
dc.subjectIslamic bank stock returns
dc.subjectMarket risk
dc.subjectInterest rate risk
dc.subjectExchange rate risk
dc.subjectLinear regression
dc.subjectEGARCH
dc.subjectProject paper (MIF)
dc.titleInterest rate and exchange rate risks of Islamic bank stock returnsen_US
dc.typeMasteren_US
dlc.maintopicIslamic capital marketsen_US
dspace.entity.typePublication
ikr.doctypeTheses
ikr.licenseAvailable in physical copy only (Call Number: t HG 4551 W244I)
ikr.topic.maintopicIslamic capital marketsen_US
relation.isAuthorOfPublicationa45f0c66-a9b7-4f24-b073-1c875276163a
relation.isAuthorOfPublicationa45f0c66-a9b7-4f24-b073-1c875276163a
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