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dc.contributor.authorWan Ayub, Wan Nor Aishahton-
dc.date.accessioned2017-04-27T11:05:09Z-
dc.date.available2017-04-27T11:05:09Z-
dc.date.issued2015-
dc.identifier.citationWan Ayub, Wan Nor Aishahton. (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.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 ... Available in physical copy only (Call Number: t HG 4551 W244I)en_US
dc.languageEnglish-
dc.language.isoenen_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.titleInterest rate and exchange rate risks of Islamic bank stock returnsen_US
dc.typeMasteren_US
ikr.topic.maintopicIslamic capital marketsen_US
ikr.doctypeTheses-
dc.contributor.supervisorIbrahim, Mansor H.-
Appears in Collections:Master


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Full metadata record
DC FieldValueLanguage
dc.contributor.authorWan Ayub, Wan Nor Aishahton-
dc.date.accessioned2017-04-27T11:05:09Z-
dc.date.available2017-04-27T11:05:09Z-
dc.date.issued2015-
dc.identifier.citationWan Ayub, Wan Nor Aishahton. (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.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 ... Available in physical copy only (Call Number: t HG 4551 W244I)en_US
dc.languageEnglish-
dc.language.isoenen_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.titleInterest rate and exchange rate risks of Islamic bank stock returnsen_US
dc.typeMasteren_US
ikr.topic.maintopicIslamic capital marketsen_US
ikr.doctypeTheses-
dc.contributor.supervisorIbrahim, Mansor H.-
Appears in Collections:Master


There are no files associated with this item.