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...

وصف كامل

التفاصيل البيبلوغرافية
المؤلف الرئيسي: Raei, Faezeh
مؤلفون آخرون: Cakir, Selim
التنسيق: دورية
اللغة:English
منشور في: Washington, D.C. : International Monetary Fund, 2007.
سلاسل:IMF Working Papers; Working Paper ; No. 2007/237
الوصول للمادة أونلاين:Full text available on IMF