Sukuk vs. Eurobonds : Is There a Difference in Value-at-Risk?

Is There a Difference in Value-at-Risk?

Sukuk vs. Eurobonds : Is There a Difference in Value-at-Risk?
This paper assesses the impact of bonds issued according to Islamic principles (Sukuk), on the cost and risk structure of investment portfolios by using the Value-at-Risk (VaR) framework. The market for Sukuk has grown tremendously in recent years at about 45 percent a year. Sukuk provide sovereign governments and corporations with access to the... READ MORE...

Publication date: October 2007
ISBN 9781451868012
$18.00

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