Shariah Compliant Macaulay’s Duration Model Testing: Evidence from Islamic banks in Indonesia

Shariah Compliant Macaulay’s Duration Model Testing: Evidence from Islamic banks in Indonesia

The purpose of this research is to test Shariah compliant duration models on Islamic banks in Indonesia. This will be achieved using data of earning assets and risk bearing liabilities of Indonesian Islamic banks from 2009 to 2019. Using multiple regressions the results suggest that Shariah complian...

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Bibliographic Details
Main Authors: Syed Alamdar Ali Shah, Raditya Sukmana, Bayu Arie Fianto
Format: Article
Language:English
Published: Muhammadiyah University Press 2021-09-01
Series:Journal of Islamic Economic Laws
Subjects:
islamic banks
earning assets
return bearing liabilities
duration model
maturity gap risk management model testing
Online Access:https://journals.ums.ac.id/index.php/jisel/article/view/15358

Internet

https://journals.ums.ac.id/index.php/jisel/article/view/15358

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