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Sukuk and bond performance in Malaysia
El Mosaid, Fadma; Boutti, Rachid - In: International journal of economics and finance 6 (2014) 2, pp. 226-234
Persistent link: https://www.econbiz.de/10010339078
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Theoretical and empirical estimates of mean-variance portfolop sensitivity
Palczewski, Andrej; Palczewski, Jan - In: European journal of operational research : EJOR 234 (2014) 2, pp. 402-410
Persistent link: https://www.econbiz.de/10010356745
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Better risk and performance estimates with factor-model Monte Carlo
Jiang, Yindeng; Martin, Doug - In: Journal of risk 17 (2014/2015) 5, pp. 29-67
Persistent link: https://www.econbiz.de/10011438893
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The use of the bootstrap method for the assessment of investment effectiveness and risk : the case of confidence intervals estimation for the Sharpe ratio and TailVaR
Klaudia, Jarno; Łukasz, Smaga - In: Journal of banking and financial economics 1 (2020) 13, pp. 40-50
This paper is aimed at presenting application of bootstrap interval estimation methods to the assessment of financial … investment’s effectiveness and risk. At first, we give an overview of various methods of bootstrap confidence interval estimation …, i.e. bootstrap-t interval, percentile interval and BCa interval. Then, bootstrap confidence interval estimation methods …
Persistent link: https://www.econbiz.de/10012887711
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Mixed-scale jump regressions with bootstrap inference
Li, Jia; Todorov, Viktor; Tauchen, George Eugene; Chen, Rui - In: Journal of econometrics 201 (2017) 2, pp. 417-432
Persistent link: https://www.econbiz.de/10011920538
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Covariance estimation using random permutations
Padmakumari, Lakshmi; Maheswaran, S. - In: International journal of financial engineering 5 (2018) 1, pp. 1-21
Persistent link: https://www.econbiz.de/10011922956
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Skewness in energy returns : estimation, testing and implications for tail risk
Carnero, M. Angeles; León, Angel; Ñíguez, Trino-Manuel - In: The quarterly review of economics and finance : journal … 90 (2023), pp. 178-189
Persistent link: https://www.econbiz.de/10014431948
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Do sukuk ratings non-contingently affect stock returns? : evidence from Indonesia and Malaysia
Qizam, Ibnu - In: Entrepreneurial business and economics review : EBER 9 (2021) 1, pp. 137-153
Objective: The objective of the article is to investigate two issues. First, whether the Islamic bond (sukuk) ratings … (EGLS) regression for two samples (from Indonesia and Malaysia) spanning two years, 2015-2016, for all variables, except for … effect of sukuk ratings on stock returns are significantly present in Malaysia but not in Indonesia, while the positive and …
Persistent link: https://www.econbiz.de/10012519390
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Are Islamic and conventional capital markets decoupled? : evidence from stock and bonds/sukuk markets in Malaysia
Ahmed, Habib; Elsayed, Ahmed H. - In: The quarterly review of economics and finance : journal … 74 (2019), pp. 56-66
Persistent link: https://www.econbiz.de/10012296895
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Fixed-income fund performance : role of luck and ability in tail membership
Ayadi, Mohamed A.; Kryzanowski, Lawrence - In: Journal of empirical finance 18 (2011) 3, pp. 379-392
Persistent link: https://www.econbiz.de/10009302108