A comprehensive empirical and theoretical literature survey of Islamic bonds (sukuk)

B Uluyol - Journal of Sustainable Finance & Investment, 2023 - Taylor & Francis
In recent years, due to their ethical and Islamic principles, sukuk have received considerable
attention from different kinds of investor, such as governments, corporations, institutional …

Asymmetric and dynamic links in GCC Sukuk-stocks: Implications for portfolio management before and during the COVID-19 pandemic

M Arfaoui, W Chkili, AB Rejeb - The Journal of Economic Asymmetries, 2022 - Elsevier
This paper investigates the asymmetric and dynamic links between Sukuk and Islamic-
conventional stocks for the GCC countries. It uses the VARMA-AGARCH modelling …

Sukuk as a financial asset: a review

MS Hossain, MH Uddin… - Academy of Accounting …, 2018 - search.proquest.com
Sukuk, an Islamic replication of bond, is a structured financial instrument innovated about
two decades ago in line with the historical development of Islamic finance. Despite the …

Dynamic correlations and volatility linkages between stocks and sukuk: Evidence from international markets

A Sclip, A Dreassi, S Miani, A Paltrinieri - Review of Financial Economics, 2016 - Elsevier
An understanding of volatility and co-movements in financial markets is important for
portfolio allocation and risk management practices. The current financial crisis caused a …

Sukuk and bond puzzle: an analysis with characteristics matched portfolios

MS Hossain, MH Uddin, SH Kabir - Emerging Markets Finance and …, 2021 - Taylor & Francis
ABSTRACT A sukuk is an Islamic financial asset structured to offer investors a cash flow
equivalent to that of a bond. The difference between them is in their contractual mechanism …

Sukuk: Literature Review

MB Amrani, F Hamza - Journal of Social and …, 2017 - journals.econsciences.com
At the heart of a global financial crisis triggered since 2008, Islamic finance has been seen
as an alternative less affected by the global crisis to cover the financing and investment …

[PDF][PDF] Structural breaks and stock market volatility in emerging countries

E Abdennadher, S Hallara - International Journal of Business and …, 2018 - researchgate.net
Given the evidence of occasional discrete shifts in the conditional variance process, it is
essential to test the volatility of financial markets when a reasonable suspicion exists for …

[PDF][PDF] In search of zero beta assets: Evidence from the sukuk market

A Paltrinieri, A Dreassi, S Miani, A Sclip - International Journal of Social …, 2015 - Citeseer
The financial crises caused a collapse in prices of most asset classes, raising the attention
on alternative investments such as sukuk, a smaller, fast growing but often misunderstood …

[PDF][PDF] A sectorial analysis of sukuk market based on determinants of risk and return performances

ALA Rauf, Y Ibrahim - European Journal of Accounting Auditing and …, 2014 - Citeseer
The present study attempted to identify different types of risks embedded in sukuk structure
and to determine the impact of different types of risks on return of sukuk. Further, this study …

[PDF][PDF] What drives return of sukuk in the long and short terms: evidence from Indonesian sovereign retail sukuk

FI Bella, FI Chalid, S Rusgianto - An-Nisbah: Jurnal Ekonomi Syariah, 2021 - academia.edu
This study aims to determine the effect of liquidity, inflation, and interest rates on the return of
State Retail Sukuk (SUKRI) both in the short term and in the long term. Sampling in this …