Between two crises: do Islamic banks suffer?

R Grassa, A Sarea, S El-Halaby, AN Damak - Journal of Islamic Monetary …, 2022 - jimf-bi.org
This study compares the effects of the Global Financial crisis and COVID-19 pandemic on
the Islamic banking sector in the Gulf Cooperation Council (GCC). Using a sample of 32 …

The interrelationship among efficiency and concentration of banking system and its stability: evidence from Poland

M Mikita - 2022 - um.edu.mt
DESIGN/METHODOLOGY/APPROACH: The impact assessment relies on correlation and
regression analysis. The stability of the banking sector is expressed in Z-Score indicator …

Minimum Variance Hedge Ratios using Short-Lived Arbitrage Model and Artificial Neural Network

Y Ni, Y Sun - Available at SSRN 4411230, 2023 - papers.ssrn.com
Motivated by the short-lived arbitrage model, we jointly imply volatilities and virtual interest
rates of options to develop minimum variance hedge ratios. We use artificial neural networks …