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...
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| Format: | Tidsskrift |
| Sprog: | English |
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Washington, D.C. :
International Monetary Fund,
2007.
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| Serier: | IMF Working Papers; Working Paper ;
No. 2007/237 |
| Online adgang: | Full text available on IMF |