Sukuk vs. Eurobonds : Is There a Difference in Value-at-Risk? /

This paper assesses the impact of bonds issued according to Islamic principles (Sukuk), on the cost and risk structure of investment portfolios by using the Value-at-Risk (VaR) framework. The market for Sukuk has grown tremendously in recent years at about 45 percent a year. Sukuk provide sovereign...

पूर्ण विवरण

ग्रंथसूची विवरण
मुख्य लेखक: Raei, Faezeh
अन्य लेखक: Cakir, Selim
स्वरूप: पत्रिका
भाषा:English
प्रकाशित: Washington, D.C. : International Monetary Fund, 2007.
श्रृंखला:IMF Working Papers; Working Paper ; No. 2007/237
ऑनलाइन पहुंच:Full text available on IMF