Sukuk spreads determinants and pricing model methodology
Year of publication: |
2013
|
---|---|
Authors: | Naifar, Nader ; Mseddi, Slim |
Published in: |
Afro-Asian Journal of Finance and Accounting : AAJFA. - Genève [u.a.] : Inderscience Enterprises, ISSN 1751-6447, ZDB-ID 2416800-2. - Vol. 3.2012/13, 3, p. 241-257
|
Subject: | Islamic finance | sukuk structure | sukuk yield spreads | stock market | macroeconomic variables | pricing methodology | default risk | real estate | Islamisches Finanzsystem | Anleihe | Bond | Zinsstruktur | Yield curve | Kreditrisiko | Credit risk | CAPM | Risikoprämie | Risk premium | Unternehmensanleihe | Corporate bond | Kapitaleinkommen | Capital income |
-
Systematic risk and yield premiums in the bond market
Fu, Liang, (2015)
-
Are the Fama-French factors really compensation for distress risk?
Groot, Wilma de, (2018)
-
Dissecting the bond profitability premium
Campbell, T. Colin, (2016)
- More ...
-
Sukuk spreads determinants and pricing model methodology
Naifar, Nader, (2013)
-
Al-Suhaibani, Mohammad, (2017)
-
Bahloul, Slah, (2021)
- More ...