Exploring duration gap of Islamic banks during COVID-19 crisis: an inter-regional online focus group study
This study explores the duration gap risk management of Islamic banks during the COVID-
19 crisis using online focus group studies. There are 12 participants from Indonesia …
19 crisis using online focus group studies. There are 12 participants from Indonesia …
Shariah review of Brownian motion of Islamic stock market elements: establishing the benchmarks of Islamic econophysics
Purpose The purpose of this paper is to perform Shariah review of Brownian motion that is
used for prediction of Islamic stock prices and their volatility. Design/methodology/approach …
used for prediction of Islamic stock prices and their volatility. Design/methodology/approach …
Shariah review of duration models: issues and future research directions
This research performs Shariah review of Macaulay's duration and all subsequently
developed related models. It finds that there are twenty one models of duration that have …
developed related models. It finds that there are twenty one models of duration that have …