The impact of subprime mortgage crisis on Islamic banking and islamic stock market
This paper examines the impacts of Subprime Mortgage Crisis on Islamic banking and Islamic stock market in Malaysia. Monthly data of Islamic banks’ financing, Islamic banks’ deposit and Islamic stock market indices covering the period of 2000 to 2011 are used in this study. Time series econometri...
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| Format: | Final Year Project Report / IMRAD |
| Language: | English |
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Universiti Malaysia Sarawak, (UNIMAS)
2012
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| Online Access: | http://ir.unimas.my/id/eprint/4613/ http://ir.unimas.my/id/eprint/4613/11/THE%20IMPACT%20OF%20SUBPRIME%20MORTGAGE%20%28full%29.pdf |
| Summary: | This paper examines the impacts of Subprime Mortgage Crisis on Islamic banking and
Islamic stock market in Malaysia. Monthly data of Islamic banks’ financing, Islamic
banks’ deposit and Islamic stock market indices covering the period of 2000 to 2011 are
used in this study. Time series econometric methods, such as Johansen and Juselius (JJ)
Cointegration Test, Granger Causality Test and Impulse Response Functions (IRFs) are
applied to examine the relationship. |
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