Islamic Capital Markets [electronic resource] : Volatility, Performance and Stability / Nafis Alam, Syed Aun R. Rizvi, editors.
Alam, Nafis, editor.; Rizvi, Syed Aun R., editor.
2016
HG5818.A3
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Title Islamic Capital Markets [electronic resource] : Volatility, Performance and Stability / Nafis Alam, Syed Aun R. Rizvi, editors.
ISBN 9783319339917
3319339915
9783319339900
Imprint Switzerland : Palgrave Macmillan, c2016.
Language English
Description 1 online resource (viii, 126 pages)
Call Number HG5818.A3
Dewey Decimal Classification 332.0415/0917/67
Summary This book addresses contemporary empirical issues in Islamic stock markets including volatility, efficiency and Sukuk defaults. The studies contained within this book consider a combination of pure Islamic stock markets and comparative studies, with reference to their conventional counterparts. The authors provide up-to-date, robust, accurate, reliable empirical enquiries addressing current issues of stock markets as well as providing up to date information and statistics to support future development and research. The book also covers a chapter on the current trends in research in Islamic capital markets, which analyses some recent and leading works to highlight and indicate the gaps in research that require further exploration. This book will be of value to all those who wish to gain a more thorough understanding of research in Islamic capital markets and the major topics in the field. Nafis Alam is an Associate Professor at the University of Nottingham, Malaysia. He has been involved in academia related to Islamic finance for nearly a decade. He has co-authored three books in Islamic finance, among them is an Encyclopaedia of Islamic Finance. Syed Aun R. Rizvi is an Assistant Professor of Islamic finance at the University of Nottingham, Malaysia. He received his doctorate in Islamic finance from the International Centre for Education in Islamic Finance, Malaysia. He has considerable industry experience in fund management, as well as a diverse teaching and research background. His research focus on capital markets in Islamic and emerging economies.
Note Description based upon print version of record.
Bibliography, etc. Note Includes bibliographical references and index.
Access Note Access limited to authorized users.
Added Author Alam, Nafis, editor.
Rizvi, Syed Aun R., editor.
Series Palgrave CIBFR Studies in Islamic Finance.
Available in Other Form Islamic Capital Markets : Volatility, Performance and Stability
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Notes on Contributors; List of Figures; List of Tables; Chapter 1: Islamic Capital Market Research: Past Trends and Future Considerations; 1.1 Introduction; 1.2 Classifying Islamic Finance Countries and Research; 1.3 Islamic Stock Markets; 1.3.1 Sukuk - Islamic Bonds; 1.4 Future Research; Notes; References; Chapter 2: The Determinants of Islamic Equity Fund Performance: Global Evidence; 2.1 Introduction; 2.2 Islamic Mutual Funds; 2.3 Data; 2.4 Descriptive Statistics; 2.5 Empirical Findings and Discussions; 2.6 Conclusion; Appendix; Notes; References

Chapter 3: On Sukuk Insolvencies: A Case Study of East Cameron Partner3.1 Introduction; 3.2 Definition and Types of Sukuk; 3.3 Background of the ECP Sukuk Issuance; 3.4 ECP in Distress: Filing for Bankruptcy Protection and the Issue of 'True Sale'; 3.5 Lessons in ECP Sukuk; 3.6 Can ECP Become a Precedent for Sukuk Holders in the United States?; 3.7 Conclusion; References; Chapter 4: The Relationship Between Islamic Stock Markets and Business Cycles: A Regional Perspective; 4.1 Introduction; 4.2 Literature Review; 4.3 Research Objective; 4.4 Data and Methodology; 4.4.1 Christiano-Fitzgerald

4.4.2 Wavelet4.4.3 EGARCH; 4.5 Empirical Analysis; 4.6 Conclusion; Appendix; Note; References; Chapter 5: Islamic Interbank Money Market: Contracts, Instruments and Their Pricing; 5.1 Introduction; 5.1.1 Function of Islamic Interbank Money Market; 5.2 Contracts Applied in the Islamic Money Market; 5.3 Types of IIMM Instruments; 5.4 Deposit and Placement; 5.4.1 The Mudharabah Interbank Instrument; Pricing of Mudharabah Interbank Instrument; 5.4.2 Wadiah Acceptance; 5.4.3 Commodity Murabahah; 5.4.4 Wakalah Placement Agreement; 5.4.5 Ar Rahnu Agreement-I (RA-i)10

5.4.6 Sell and Buy Back Agreement (SBBA)5.4.7 Pricing of Sale-Based Instruments (Debt-Based Instruments); 5.5 Tradable Instruments; 5.5.1 Government Investment Issues; Pricing of GII; 5.5.2 Bank Negara Monetary Notes-i (BNMN-i); Pricing of Bank Negara Monetary Notes-i; 5.5.3 Cagamas Mudharabah Bonds (CMB); Pricing of Cagamas Mudharabah Bonds (CMB):; 5.5.4 Islamic Accepted Bills (IAB); Imports and Local Purchases; Exports and Local Sales; 5.5.5 Islamic Negotiable Instruments (INI); Islamic Negotiable Instruments of Deposit (INID); Negotiable Islamic Debt Certificate (NIDC)

Computation of Proceeds and Trading of NIDC5.5.6 Islamic Private Debt Securities; 5.5.7 When Issue (WI); 5.5.8 Sukuk Bank Negara Malaysia Ijarah (SBNMI); 5.6 Conclusion; Notes; References; Books and Articles; Online Resources; Chapter 6: Exploring Efficiency, Co-integration, Causality and Volatility Clustering in Unrestricted and Islamic Portfolios; 6.1 Introduction; 6.2 Literature Review on Market Efficiency; 6.2.1 Literature in Favour of Market Efficiency; 6.2.2 Literature in Opposition to Market Efficiency; 6.3 Research Methodology; 6.4 Results and Analysis; 6.5 Conclusion; References

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