Co-integration of Sukuk and Bond Yields - Evidence from Globally Placed Sukuk

Uppal, Jamshed Y.; Mangla, Inayat Ullah

doi:10.20547/jms.2014.1704106

Cited by 3 publications

(2 citation statements)

References 7 publications

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“…The linear regression analysis approach has been followed by Koenker and d'Orey (1987), with the intention to quantify the errors of parameters of given Equation (1) after incorporating the heteroscedasticity effects in quantile regression deterministic technique through bootstrapping function (Buchinsky 1995). The present quantile regression approach has been endorsed by (Uppal and Mangla 2017).…”

Section: Empirical Model Specificationmentioning

confidence: 99%

Determining Financial Uncertainty through the Dynamics of Sukuk Bonds and Prices in Emerging Market Indices

Sial

Cherian

Meero

et al. 2022

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The main focus of the study is to determine the financial uncertainty while examining the Sukuk bonds prices, Sukuk bond and global emerging market indices returns dynamics. The study, with a time period ranging from 2017 to 2020, applies the quantile regression technique. The study findings show that evidence of co-moment exists between the global emerging market index and Sukuk bond price returns, except the one. There is no impact of the financial uncertainty indicator reflected by the global volatility index (VIX) on the Sukuk index returns, and even this impact is negative for (VXEEM). The causal impact among the global emerging and Sukuk bond markets will help formulate future trading strategies in particular to Islamic bond markets.

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Section: Empirical Model Specificationmentioning

confidence: 99%

Determining Financial Uncertainty through the Dynamics of Sukuk Bonds and Prices in Emerging Market Indices

Sial

Cherian

Meero

et al. 2022

Risks

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“…Authors suggested empowering the employees within certain limits so that the notion of job autonomy in association with high-quality LMX relationship could possibly accelerate the organizational learning and employee creativity. Uppal and Mangla (2017) investigated the performance of internationally issued Islamic bonds (Sukuk) in paper six. From the results, it was inferred that international markets are viewing and pricing the Sukuk in a manner similar to that for conventional bonds.…”

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confidence: 99%

Editorial

Arif¹

2017

jms.2014

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The first Issue of Volume 4 of the Journal of Management Sciences presents a diverse selection of research papers in the field of business management offering valuable insights into the business and management studies. The current issue focuses on economic and management issues in Asia.In first paper Normalini and Ramayah (2017) found that implementing biometrics technology in Internet banking clearly improves the relationship between perceived security and privacy. This in turn leads to greater intentions to continue using Internet banking among the customers. Authors recommended that biometrics technology features should be included in Internet banking system which will encourage the banking users in adopting Internet banking.After the award of GSP plus status to Pakistan by European Union in December 2013, it was expected that this status would substantially increase Pakistan's exports to the EU28 especially in textile, wearing apparel and leather sectors, and consequently contribute to the economic growth and household income. In the second paper, Iqbal, Anwar, Mukhopadhay, and Khan (2017) investigated the impact of the Generalised System of Preferences (GSP) plus on the household income of Pakistan. They used MyGTAP, developed by Minor and Walmsley (2013), to calculate the impact at household level by using Social Accounting Matrix (SAM) data including multiple types of household and labor. The findings of the simulations, run under MyGTAP model, show a positive change in real GDP, merchandise imports, and terms of trade.

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Globally Placed Islamic Bonds: An Overview

Uppal

2018

JOI

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The author presents an overview of the Islamic bonds known as sukuk, which have become available to international investors in recent years, and discusses market opportunities and related investment issues. An examination of their basic features depicts a picture that is very similar to the one of internationally issued conventional bonds. A review of empirical research suggests that the international financial markets are also viewing and pricing the sukuk in a manner similar to that for conventional bonds, treating them as another type of fixed-rate security.

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Co-integration of Sukuk and Bond Yields - Evidence from Globally Placed Sukuk

Cited by 3 publications

References 7 publications

Determining Financial Uncertainty through the Dynamics of Sukuk Bonds and Prices in Emerging Market Indices

Determining Financial Uncertainty through the Dynamics of Sukuk Bonds and Prices in Emerging Market Indices

Editorial

Globally Placed Islamic Bonds: An Overview

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