to 15 May 2017. The empirical findings demonstrate a strong correlation between these GCC sukuk bond indices and shariah … shariah stock markets are highly integrated across time and scale. Furthermore, the value at risk (VaR) for the sukuk bond … are variable with respect to time or scale (time diversification). Overall, analyzing the sukuk bond–shariah stock index …

the presence of institutional investors affects volatility and liquidity in secondary bank bond markets. We find that non …-bank financial intermediaries, in particular money market funds (MMFs), have a positive impact on secondary bank bond markets …% of the notional amount in the secondary market of a representative euro area bank bond. The effect is relative to the …