Estimating value at risk for sukuk market using generalized autoregressive conditional heteroskedasticity models
Islamic Finance has experienced unsurpassed growth over the past ten years. A major reason for this accelerated growth is the wide issuance of Sukuk. The structure of Sukuk are akin to conventional bonds and allow sovereign and corporate entities raising funds in capital markets in compliance with t...
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| 格式: | Thesis |
| 語言: | English |
| 出版: |
2017
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| 主題: | |
| 在線閱讀: | http://eprints.utm.my/id/eprint/79175/1/PanteaHafezianPFTI2017.pdf |
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