The impact of subprime mortgage crisis on Islamic banking and islamic stock market

Wong, S.L (2012) The impact of subprime mortgage crisis on Islamic banking and islamic stock market. Other thesis, Universiti Malaysia Sarawak, (UNIMAS).

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Abstract

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.

Item Type: Thesis (Other)
Additional Information: Project Report (B.Sc.) -- Universiti Malaysia Sarawak, 2012.
Uncontrolled Keywords: Financial institutions--Real estate, Investments--Periodicals, Mortgage banks, Mortgages, UNIMAS, 2012
Subjects: H Social Sciences > HB Economic Theory
Divisions: Academic Faculties, Institutes and Centres > Faculty of Economics and Business
Depositing User: Karen Kornalius
Date Deposited: 29 Aug 2014 07:32
Last Modified: 11 Mar 2015 00:21
URI: http://ir.unimas.my/id/eprint/4613

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