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Make the best from comparing conventional and Islamic asset classes : a design of an all-seasons combined portfolio

Foglie, Andrea Delle; Pola, Gianni - In: Journal of risk and financial management : JRFM 14 (2021) 10, pp. 1-17

This paper aims to contribute to the existing literature in portfolio management and strategy by investigating the performance, diversification, and hedging benefits arising from integrating Sharia-compliant stocks into a conventional portfolio. Thus, this paper tests the performance of a...

Persistent link: https://www.econbiz.de/10012745414

Shari'a governance in Bahrain : analysing the Islamic banking industry's implementation of the newly issued regulatory Shari’a governance module

Al-Saadi, Abdulrahman; Hassan, M. Kabir; Alkhan, Ahmed … - In: Journal of risk and financial management : JRFM 15 (2022) 10, pp. 1-22

Shari’a governance is considered a crucial element of the Islamic banking industry. As recent as 2017, Islamic banks in the Kingdom of Bahrain were required by the regulator to have only a Shari’a Supervisory Board and an internal Shari’a function. In 2017, the Central Bank of Bahrain...

Persistent link: https://www.econbiz.de/10013471498

What future for the green bond market? : how can policymakers, companies, and investors unlock the potential of the green bond market?

Deschryver, Pauline; Mariz, Frédéric Rozeira de - In: Journal of risk and financial management : JRFM 13 (2020) 3/61, pp. 1-26

The green bond market is attracting new issuers and a more diversified base of investors. However, the size of the … green bond market remains small compared to the challenges it is meant to address and to the overall traditional bond market … with a large spectrum of green bond market participants. We identify the current barriers explaining the lack of …

Persistent link: https://www.econbiz.de/10012302466

Corporate bond market in Poland : prospects for development

Kubiczek, Jakub - In: Journal of risk and financial management : JRFM 13 (2020) 12/306, pp. 1-13

The Polish corporate bond market does not have a history as long as the American one, however, it is characterized by … bond trading in Poland. The study also discusses the market’s development and identifies the factors that determine this … corporate bond issuers. A comparison of the ratings of individual issuers enables investors to analyze the risk and …

Persistent link: https://www.econbiz.de/10012392469

A quantitative analysis of risk premia in the corporate bond market

Cecchetti, Sara - In: Journal of risk and financial management : JRFM 13 (2020) 1/3, pp. 1-33

components makes it possible to quantify the drivers of excess returns in the corporate bond market. …

Persistent link: https://www.econbiz.de/10012173339

Corporate green bond issuances : an international evidence

Lebelle, Martin; Lajili Jarjir, Souad; Sassi, Syrine - In: Journal of risk and financial management : JRFM 13 (2020) 2/25, pp. 1-21

Using an international sample of corporate Green bond issuances over the recent period, this paper highlights the … potential consequences of the issuance of a Green bond on the issuer's financial performance. Starting with a first sample of … 2079 Green bond issuances of 190 unique issuers from 2009 to 2018, we investigate only corporate green bond issuances. Our …

Persistent link: https://www.econbiz.de/10012173945

Factors influencing the green bond market expansion : evidence from a multi-dimensional analysis

Chuc Anh Tu; Sarker, Tapan; Rasoulinezhad, Ehsan - In: Journal of risk and financial management : JRFM 13 (2020) 6/126, pp. 1-14

Expansion of green bond markets as an appropriate way to lower environmental pollution is one of the most debatable … and prioritize factors influencing the development of green bond markets. As a case, we do our analysis for Vietnam that …, since the last years, has been trying to expand green bond market as an effective investment channel to finance low …

Persistent link: https://www.econbiz.de/10012309065

Extreme connectedness between green bonds, government bonds, corporate bonds and other asset classes : insights for portfolio investors

Abakah, Emmanuel Joel Aikins; Tiwari, Aviral Kumar; … - In: Journal of risk and financial management : JRFM 15 (2022) 10, pp. 1-17

economic downturn. Specifically, we examine quantile-based time-varying connectedness between the green bond market and other ….S. Treasury Bond Index, S&P US Aggregate Bond Index, S&P US Treasury Bond Current 10Y Index, S&P 500 Bond Index, S&P 500 … Financials index, S&P 500 Energy Bond Index and S&P 500, giving a total of 784 observations, and using Composite Index as a …

Persistent link: https://www.econbiz.de/10013471139

The use of principal component analysis (PCA) in building yield curve scenarios and identifying relative-value trading opportunities on the Romanian government bond market

Oprea, Andreea - In: Journal of risk and financial management : JRFM 15 (2022) 6, pp. 1-37

sovereign yield curves, in this paper, we investigate certain characteristics of the Romanian government bond market. We perform …

Persistent link: https://www.econbiz.de/10013273600

Responses of the international bond markets to COVID-19 containment measures

Bao Cong Nguyen To; Tam Van Thien Nguyen; Nham Thi Hong … - In: Journal of risk and financial management : JRFM 15 (2022) 3, pp. 1-11

impact volatility in the international bond markets in different ways. We found that the positive effect of increasing new … COVID-19 vaccinations markedly mitigates bond market volatility, while non-pharmaceutical government interventions … resembling bad news increase volatility in bond markets. Besides this, changes in total COVID-19 cases and total deaths have co …

Persistent link: https://www.econbiz.de/10013163880