Stage-I Shariah compliant Macaulay's duration model testing

SAA Shah, R Sukmana, BA Fianto - Journal of Islamic Accounting and …, 2021 - emerald.com
Stage-I Shariah compliant Macaulay’s duration model testing | Emerald Insight Books and
journals Case studies Expert Briefings Open Access Publish with us Advanced search Stage-I …

Shariah compliant Macaulay's duration model testing: evidence from Islamic banks in Indonesia

SAA Shah, R Sukmana, BA Fianto - Available at SSRN 3855063, 2021 - papers.ssrn.com
The purpose of this research is to test Shariah compliant duration models on Islamic banks
in Indonesia. This will be achieved using data of earning assets and risk bearing liabilities of …

Duration model for maturity gap risk management in Islamic banks

SAA Shah, R Sukmana, BA Fianto - Journal of modelling in …, 2020 - emerald.com
Purpose The purpose of this paper is to propose models of duration for maturity gap risk
management in Islamic banks. Design/methodology/approach A thorough review of …

Are sharia bank financings in Indonesia procyclical?

A Pratami, A Afandi, J Sriyana… - Jurnal Ekonomi & …, 2023 - journal.uii.ac.id
Purpose–The study aims to determine whether Islamic banks' debt financing and equity
financing are procyclical or counter-cyclical. Methodology–The data used in this study cover …

Macaulay's theory of duration: 80-year thematic bibliometric review of the literature

SAA Shah, R Sukmana, BA Fianto - Journal of Economic Studies, 2020 - emerald.com
Purpose The purpose of this research is to propose a framework for research on Macaulay
duration and establish future research directions. Design/methodology/approach Thematic …

Islamic banking: 40 years later, still interest-based? Evidence from Malaysia

R Gulzar, M Masih - 2015 - mpra.ub.uni-muenchen.de
As Islamic banking comes of age 40 years after its beginning, scholars and academics are
calling for a better version 2. Regulators in Malaysia and Pakistan are pushing the industry …

Maqasid Sharia and Islamic Bank Performance: A Systematic Review

L Syarifah, M Muhfiatun, T Fitrijanti… - I-ECONOMICS: A …, 2021 - jurnal.radenfatah.ac.id
Maqasid sharia contains elements of maintaining faith, guarding oneself, maintaining
reason, maintaining bloodlines and safeguarding property. Until now, the maqasid of sharia …

Treating return of mudharabah time deposit as investment instrument: A utilization of artificial neural networks (ANNs)

S Anwar, D Romansyah, S Pramono, K Watanabe - Humanomics, 2010 - emerald.com
Purpose–The purpose of this paper is to propose the development of return forecasting
model for mudharabah time deposit product in Islamic bank based on artificial neural …

How Islamic are Islamic banks? A non-linear assessment of Islamic rate–conventional rate relations

R Sukmana, MH Ibrahim - Economic Modelling, 2017 - Elsevier
In this paper, we perform a non-linear assessment of Islamic rate–conventional rate relations
for the case of Malaysia. Using monthly data covering the period January 1999 to November …

[PDF][PDF] Islamic banks' profitability in an interest rate cycle

A Hassoune - International journal of Islamic financial services, 2002 - iaif.ir
Some 180 Islamic banks together with about 120 Islamic non-bank financial institutions
operate throughout the world. Their assets are close to US $200 billion, and the annual …