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Granger causality and cointegration tests show that this claim does not have a strong basis. Islamic investment rates and …-run. Seven out of eight sets of series of different maturities and currency groups for Turkey were evaluated and did not show any …
Persistent link: https://www.econbiz.de/10013025151
profit-and-loss sharing (PLS) investment accounts in Malaysia and Turkey, using monthly data from January 1997 to August 2010 …-varying volatility of conventional bank deposit rates and PLS returns is correlated and is statistically significant. The pairwise and … multivariate causality tests show that conventional bank deposit rates Granger cause returns on PLS accounts. These findings have …
Persistent link: https://www.econbiz.de/10011268804
profit-and-loss sharing (PLS) investment accounts in Malaysia and Turkey, using monthly data from January 1997 to August 2010 …-varying volatility of conventional bank deposit rates and PLS returns is correlated and is statistically significant. The pairwise and … multivariate causality tests show that conventional bank deposit rates Granger cause returns on PLS accounts. These findings have …
Persistent link: https://www.econbiz.de/10011167167
constancy assumption of classical linear regression (CLRM) model and allows exchange rate and interest rate volatility to evolve … conventional stock indices. Results: The findings show positive and statistically significant effect of interest rate volatility on … KSE-100, whereas KMI-30 remains unaffected by the same. Exchange rate volatility is found to be significant for both …
Persistent link: https://www.econbiz.de/10011541805
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portfolio investments. The purpose of the study is to determine the impact of hot money flows in Turkey on stock exchange index …
Persistent link: https://www.econbiz.de/10012416931
Persistent link: https://www.econbiz.de/10012129032
Persistent link: https://www.econbiz.de/10012624222
This study aims to test the contagion effect of the Arab Spring revolution in the GCC countries on discrimination between Islamic and conventional banks in terms of cost efficiency, and to test how prudential factors can influence this comparison. We used the stochastic frontier of Battese and...
Persistent link: https://www.econbiz.de/10013198341
Persistent link: https://www.econbiz.de/10014429593