Credit default risk in Islamic and conventional banks: Evidence from a GARCH option pricing model
Author:
Funder
University of Sharjah
Publisher
Elsevier BV
Subject
Economics and Econometrics,Economics, Econometrics and Finance (miscellaneous)
Reference67 articles.
1. Does financing structure affects bank liquidity risk?;Abdul-Rahman;Pac.-Basin Finance J.,2018
2. Risk in islamic banking;Abedifar;Rev. Finance.,2013
3. Using merton model for default prediction: an empirical assessment of selected alternatives;Afik;J. Empir. Finance,2016
4. Contagion risk for Australian banks from global systemically important banks: Evidence from extreme events;Akhter;Econ. Modell.,2017
5. Do islamic banks fail more than conventional banks;Alandejani;J. Int. Financial Mark. Inst. Money,2017
Cited by 6 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献
1. Liquidity and Credit Risk in Indonesia: The Role of FinTech Development;Sage Open;2024-04
2. XAI-Driven Model Explainability and Prediction of P2P Bank Loan Default Network;Lecture Notes in Networks and Systems;2024
3. The application of structural and machine learning models to predict the default risk of listed companies in the Iranian capital market;PLOS ONE;2023-11-27
4. Role of fintech in credit risk management: an analysis of Islamic banks in Indonesia, Malaysia, UAE and Pakistan;Journal of Science and Technology Policy Management;2023-04-28
5. Contribution of Islamic banks and macroeconomic variables to economic growth in developing countries: vector error correction model approach (VECM);Journal of Islamic Accounting and Business Research;2023-01-24
1.学者识别学者识别
2.学术分析学术分析
3.人才评估人才评估
"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370
www.globalauthorid.com
TOP
Copyright © 2019-2024 北京同舟云网络信息技术有限公司 京公网安备11010802033243号 京ICP备18003416号-3