Stage-I Shariah compliant Macaulay's duration model testing
… The purpose of this study is to develop, test and examine econometric methodology for
Sharīʿah-compliant duration models of Islamic banks. … This research proceeds by
reviewing all existing duration models under Sharīʿah parameters, followed by developing
a framework and methodology for testing Sharīʿah-compliant duration models. The
parameters of Sharīʿah-compliance as developed by Shah et al. (2020a) are hereunder: …
However, as the objective of this research is to test duration models of Islamic banks …
Sharīʿah-compliant duration models of Islamic banks. … This research proceeds by
reviewing all existing duration models under Sharīʿah parameters, followed by developing
a framework and methodology for testing Sharīʿah-compliant duration models. The
parameters of Sharīʿah-compliance as developed by Shah et al. (2020a) are hereunder: …
However, as the objective of this research is to test duration models of Islamic banks …
Abstract
Purpose
The purpose of this study is to develop, test and examine econometric methodology for Sharīʿah-compliant duration models of Islamic banks.
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