Islamic Capital Markets : Volatility, Performance and Stability /: Volatility, Performance and Stability. (©2016)

• Record Type: Book
• Further Information: Note: Nafis Alam, Syed Aun R. Rizvi, editors.
• Editors: Nafis Alam; Rizvi, Syed Aun R
• Contents: Notes on Contributors; List of Figures; List of Tables; Chapter 1: Islamic Capital Market Research: Past Trends and Future Considerations; 1.1 Introduction; 1.2 Classifying Islamic Finance Countries and Research; 1.3 Islamic Stock Markets; 1.3.1 Sukuk -- Islamic Bonds; 1.4 Future Research; Notes; References; Chapter 2: The Determinants of Islamic Equity Fund Performance: Global Evidence; 2.1 Introduction; 2.2 Islamic Mutual Funds; 2.3 Data; 2.4 Descriptive Statistics; 2.5 Empirical Findings and Discussions; 2.6 Conclusion; Appendix; Notes; References. Chapter 3: On Sukuk Insolvencies: A Case Study of East Cameron Partner3.1 Introduction; 3.2 Definition and Types of Sukuk; 3.3 Background of the ECP Sukuk Issuance; 3.4 ECP in Distress: Filing for Bankruptcy Protection and the Issue of 'True Sale'; 3.5 Lessons in ECP Sukuk; 3.6 Can ECP Become a Precedent for Sukuk Holders in the United States?; 3.7 Conclusion; References; Chapter 4: The Relationship Between Islamic Stock Markets and Business Cycles: A Regional Perspective; 4.1 Introduction; 4.2 Literature Review; 4.3 Research Objective; 4.4 Data and Methodology; 4.4.1 Christiano-Fitzgerald. 4.4.2 Wavelet4.4.3 EGARCH; 4.5 Empirical Analysis; 4.6 Conclusion; Appendix; Note; References; Chapter 5: Islamic Interbank Money Market: Contracts, Instruments and Their Pricing; 5.1 Introduction; 5.1.1 Function of Islamic Interbank Money Market; 5.2 Contracts Applied in the Islamic Money Market; 5.3 Types of IIMM Instruments; 5.4 Deposit and Placement; 5.4.1 The Mudharabah Interbank Instrument; Pricing of Mudharabah Interbank Instrument; 5.4.2 Wadiah Acceptance; 5.4.3 Commodity Murabahah; 5.4.4 Wakalah Placement Agreement; 5.4.5 Ar Rahnu Agreement-I (RA-i)10. 5.4.6 Sell and Buy Back Agreement (SBBA)5.4.7 Pricing of Sale-Based Instruments (Debt-Based Instruments); 5.5 Tradable Instruments; 5.5.1 Government Investment Issues; Pricing of GII; 5.5.2 Bank Negara Monetary Notes-i (BNMN-i); Pricing of Bank Negara Monetary Notes-i; 5.5.3 Cagamas Mudharabah Bonds (CMB); Pricing of Cagamas Mudharabah Bonds (CMB):; 5.5.4 Islamic Accepted Bills (IAB); Imports and Local Purchases; Exports and Local Sales; 5.5.5 Islamic Negotiable Instruments (INI); Islamic Negotiable Instruments of Deposit (INID); Negotiable Islamic Debt Certificate (NIDC). Computation of Proceeds and Trading of NIDC5.5.6 Islamic Private Debt Securities; 5.5.7 When Issue (WI); 5.5.8 Sukuk Bank Negara Malaysia Ijarah (SBNMI); 5.6 Conclusion; Notes; References; Books and Articles; Online Resources; Chapter 6: Exploring Efficiency, Co-integration, Causality and Volatility Clustering in Unrestricted and Islamic Portfolios; 6.1 Introduction; 6.2 Literature Review on Market Efficiency; 6.2.1 Literature in Favour of Market Efficiency; 6.2.2 Literature in Opposition to Market Efficiency; 6.3 Research Methodology; 6.4 Results and Analysis; 6.5 Conclusion; References.
• Publisher Details: Switzerland : Palgrave Macmillan
• Publication Date: 2016
• Copyright Date: 2016
• Extent: 1 online resource (viii, 126 pages)
• Subjects: 332.0415/0917/67; Finance; Capital market -- Islamic countries; Capital market; BUSINESS & ECONOMICS -- Finance; Capital market; Finance; Finance; Islamic countries; Electronic books
• Languages: English
• ISBNs: 9783319339917; 3319339915; 3319339907; 9783319339900
• Related ISBNs: 9783319339900
• Notes: Note: Includes bibliographical references and index.; Note: Print version record.
• Access Rights: Legal Deposit; Only available on premises controlled by the deposit library and to one user at any one time; The Legal Deposit Libraries (Non-Print Works) Regulations (UK).
• Access Usage: Restricted: Printing from this resource is governed by The Legal Deposit Libraries (Non-Print Works) Regulations (UK) and UK copyright law currently in force.