Stage-I Shariah compliant Macaulay’s duration model testing

• Main Authors: Syed Alamdar Ali Shah, -, Raditya Sukmana, -, Bayu Arie Fianto, -
• Format: Article PeerReviewed
• Language: English; Indonesian; English; Indonesian
• Published: Emerald Group Publishing Ltd. 2021
• Subjects: H Social Sciences; HG Finance
• Online Access: https://repository.unair.ac.id/116319/1/BayuArieF_Karil110_Stage-I-Shariah.pdf; https://repository.unair.ac.id/116319/2/BayuArieF_PeerReview110.pdf; https://repository.unair.ac.id/116319/3/BayuArieF_Similarity110_Stage-I-Shariah.pdf; https://repository.unair.ac.id/116319/6/BayuArieF_Kesesuaian-Bid-Ilmu110.pdf; https://repository.unair.ac.id/116319/; https://www.emerald.com/insight/content/doi/10.1108/JIABR-05-2020-0158/full/html#loginreload; https://doi.org/10.1108/JIABR-05-2020-0158
• Institution: Universitas Airlangga

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 Sharīʿah’s perspective and develops a four-stage framework for...