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horizons of different investors. The connectedness in the sukuk market is smaller at all frequencies than in the bond market …
Persistent link: https://www.econbiz.de/10014494767
bond market from the same bond market's weight in global bond market, we investigate the determinants of foreign and … domestic investment biases in 41 global bond markets. We find that foreign investors significantly overweigh markets that offer …. Such return driven behavior of foreign investors is especially pronounced in emerging bond markets. Meanwhile, home bias is …
Persistent link: https://www.econbiz.de/10011791937
bond market from the same bond market's weight in global bond market, we investigate the determinants of foreign and … domestic investment biases in 41 global bond markets. We find that foreign investors significantly overweigh markets that offer …. Such return driven behavior of foreign investors is especially pronounced in emerging bond markets. Meanwhile, home bias is …
Persistent link: https://www.econbiz.de/10012917758
filters out noise and provide evidence that it predicts bond risk premia well. This result holds in developed and emerging … that oil price increases are associated with subsequent higher bond returns. Besides, we demonstrate that not all oil price … shocks are alike: Although oil demand and supply shocks have opposite implications for economic activity and bond risk premia …
Persistent link: https://www.econbiz.de/10012003274
Corporate bond returns in the major developed economies increase with risk, as measured by maturity and ratings. From a … variation of corporate bond returns than global factors. The factor exposures show intuitive patterns: as ratings worsen, equity … betas show a hockey stick pattern, sovereign betas decline monotonically and corporate bond betas increase steeply. …
Persistent link: https://www.econbiz.de/10012259354
In this paper we investigate the relationship between sovereign CDSs and Bonds, and Equity markets for 13 European countries during the period 2008-2010. We confirm the leading role incorporating new information of Equity markets during 2008-2009, but we find large evidence supporting that...
Persistent link: https://www.econbiz.de/10013111139
The study employs the wavelet coherence and the spillover index methodologies to investigate time-varying relationship between green sukuk and selected assets from the crypto-currency and commodity markets between October 2019, and March 2022. The results of wavelet coherence indicated weak...
Persistent link: https://www.econbiz.de/10014355740
Islamic finance development and growth -- Concept and development of the Ṣukūk market -- Sharīʻah basis for the development of Ṣukūk structures -- Ṣukūk structures and case studies (Ijārah Ṣukūk) -- Global profit- loss sharing Ṣukūk structures (Mushārakah Muḍārabah...
Persistent link: https://www.econbiz.de/10009409411
Persistent link: https://www.econbiz.de/10011798909
Persistent link: https://www.econbiz.de/10013410976