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Keywords: Duration model
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Journal Articles
Stage-I Shariah compliant Macaulay’s duration model testing
Available to Purchase
Journal of Islamic Accounting and Business Research (2021) 12 (7): 941–964.
Published: 18 August 2021
...Syed Alamdar Ali Shah; Raditya Sukmana; Bayu Arie Fianto Purpose The purpose of this study is to develop, test and examine econometric methodology for Sharīʿah-compliant duration models of Islamic banks. Design/methodology/approach The research evaluates all existing duration models from...
