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This paper examines the efficiency performance of 32 Islamic banks (IBs') from Asia, the Middle East, Gulf region, and Europe using the stochastic frontier analysis (SFA). Furthermore, the study utilises the ordinary least squares (OLS) approach to analyse the cause–effect relationship between...
In this work, our objective is to study in a first step the relationships between oil price and stock market indices in Tunisia and Egypt using copulas, and then in a second step to analyse the optimal weights and hedge ratio for building optimal portfolios to minimise the exposure to risk from...
This paper integrates the long-run covariance between aggregate consumption and firm earnings into the stock valuation process. After assuming that firms adjust their dividend payments toward a target dividend payout ratio, we use the intertemporal framework of the consumption capital asset...
The aim of this paper is to apprehend the behaviour of returns prices of renewable energy companies and their co-movement with oil prices before and after the 2008–2009 global financial crisis (GFC). Using daily data set over the time period from November 2003 to March 2016, we apply...
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