76 research outputs found
Rethinking the Human Capital–Performance Nexus in Islamic Banking: Meta-Analytical Insights
No full textThis repository contains the replication package, datasets, and supplementary materials for the book chapter titled "Rethinking the Human Capital–Performance Nexus in Islamic Banking: Meta-Analytical Insights"
Research Scope: This study synthesizes a corpus of 121 records (2000–2025) to revisit the relationship between Human Capital (HC) and financial performance in Islamic banking.
The research adopts a hybrid design comprising:
_ Quantitative Meta-Analysis: A variance–weighted synthesis of studies reporting convertible effect sizes (k=21).
_Qualitative Meta-Synthesis: A critical interpretive synthesis of the broader literature to identify mechanisms like ethical leadership and Sharīʿah governance
Long memory forecasting of yield spreads using a fractionally integrated ARMA model and its application in Islamic capital market
No full textLong memory forecasting of yield spreads using a fractionally integrated ARMA model and its application in Islamic capital market
No full textQuelles vitesses d’ajustement pour quels niveaux d’équilibre pour le taux d’intérêt interbancaire marocain ? Estimation et comparaison d’un modèle à réversion quadratique
Full text linkCet article a pour objet d’estimer les paramètres du modèle de retour à la moyenne (SWING à tendance aléatoire) appliqué au taux moyen pondéré interbancaire marocain et ses équivalents pour d’autres pays de comparaison (USA, Italie, Turquie et la Grèce). Nous cherchons à vérifier si les deux vitesses d’ajustement du processus vers l’équilibre sont différentes l’une de l’autre ou pas, et par la même occasion, déterminer les intervalles d’équilibres pour chacun des taux d’intérêt traités. Les résultats montrent que les deux vitesses de retour à l’équilibre (ascendante et descendante) pour tous les taux étudiés sont statistiquement différentes l’une de l’autre et il existe plusieurs intervalles d’équilibre dépendamment de celles-ci. Les résultats de la comparaison soulèvent également les différences structurelles des marchés de taux en comparaison et les comportements des acteurs y intervenant
Impact of Ethical Screening on Risk and Returns: the Case of Constructed Moroccan Islamic Stock Indexes
Full text linkDespite the increasing attention given to Islamic investment, there is still existing few empirical papers that examined the performance and volatility of Islamic Funds and indices in comparison to their conventional unscreened counterparts. These studies provide mixed evidence with regards to risk and returns of Islamic funds and indices. This paper aims to expand the literature on this subject by studying the Moroccan case considering the recent introduction of Islamic finance in the country towards the end of 2015. Since there is still no Shariah compliant indices in Morocco, we first applied four Shariah screening methodologies of some of the world leading equity index providers (i.e. Dow Jones, FTSE, S&P and MSCI) to screen the public listed companies in Casablanca Stock Exchange for Shariah compliance. Next, we constructed four Islamic float-weighted indexes for which we modeled the dynamic volatility using an extension of the AutoRegressive Conditional Heteroskedasticity models, namely EGARCH(1,1). The findings show that the screening process resulted in a well diversified universe of Shariah compliant stocks (25.6%) to invest in. Furthermore, it is found that constructed Islamic indices outperformed the broad-based Moroccan All Shares Index (MASI) during the considered period of analysis (January 2013 to December 2014) and their long run volatility is higher. This indicates that investors in Shariah-compliant stocks do not sacrifice financial performance for their risky investment. The estimates of the model show that volatility for the MASI is more persistent and takes longer time to die, and the leverage effect is positive for all indices meaning that volatility of indexes' returns is influenced more by good news than bad news, a result that is in contrast to other studies for developed countries
Bank-based investing RoSCA for Islamic finance: a new alternative to drain households savings and reduce financial exclusion
Full text linkOn the arrival of the new banking law in Morocco, in august 2015, conventional banks and
their foreign rivals will finally have the possibility to create their subsidiaries dedicated to microcredit,
participative finance and payment, and hence, supply the market with new Islamic financial
solutions for money saving and financing. In order to drain the substantial households savings
escaping to classic banks, and consequently, gain ground among these latter, we think that those
new Islamic finance operators should target, in almost equal proportions, people with no access to
formal financing and those with religious convictions about interest rate prohibition in Islam. For
this purpose, we conceptualized an innovative bank based model of Rotating Savings and Credit
Associations that allows its members to invest their savings by means of the bank, and raise freeinterest
rate loans with no application and management fees. In fact, The conception of this model
relied on the results of a survey questionnaire we administered among 725 subjects from different
social categories in Morocco to comprehend the inherent features of this informal practice (RoSCA)
locally called "Daret". The first part of the answers gave us a basic data we used, by means of
the two-way ANOVA (Analysis of the variance), to determine which social characteristics interact
together to motivate a person to join a RoSCA. As for the second part of the answers, it gave us
insights into the functioning of traditional RoSCAs in Morocco and their members preferences and
perceptions on different scales. After all, we based on these findings to conceptualize the model
taking into account both equity between members and sustainability of the operation. Additionally,
unlike the traditional types of RoSCAs that rely on confidence and social links between members,
this bank-based investing RoSCA allows people with no prior cognition to be gathered. This by
introducing the bank as a guarantor and withdrawing, temporarily, a deposit for default risk to
estimate by means of a risk-rating matrix we proposed. The model is, also, found to be more
attractive regarding its real economy promotion through investment, risk sharing process, and
integration of financially excluded households
MDOCS Poster-2018-02-06, Issam Nassar
Full text linkFebruary 6, 6pm
Location: Payne Room
Free and open to the public.
In conjunction with the exhibition This Place
Part of the Palestinian Voices series, organized and co-sponsored by the John B. Moore Documentary Studies Collaborative (MDOCS), the Environmental Studies and Sciences Program, International Affairs, Media and Film Studies, Art History, History, Hayat, and the Skidmore College Dean’s Office
Join us for a lecture by Issam Nassar on the history of Palestinian photography. Nassar is a historian of the Modern Middle East and of Photography at Illinois State University. His work focuses on the modern Middle East and the history of photography. He is the co-editor of Jerusalem Quarterly and the author and editor of a number of books, including the editor of I Would Have Smiled: Photographing the Palestinian Refugee Experience (Institute for Palestinian Studies, 2009) with Rashā Salṭī, and The Story of Jerusalem (Olive Branch Press, 2013).
Murat Yildiz, Assistant Professor of History at Skidmore College, will introduce Nassar and moderate a discussion following the talk.
This talk is part of exhibition This Place, on view February 3 through April 22, 2018, as well the Palestinian Voices series. The Palestinian Voices series is organized and co-sponsored by the John B. Moore Documentary Studies Collaborative (MDOCS), the Environmental Studies and Sciences Program, International Affairs, Media and Film Studies, Art History, History, Hayat, and the Skidmore College Dean’s Office.
This event is free and open to the public
Forecasting Daily Stock Volatility Using GARCH-CJ Type Models with Continuous and Jump Variation
Full text linkIn this paper we decompose the realized volatility of the GARCH-RV model into continuous sample path variation and discontinuous jump variation to provide a practical and robust framework for non-parametrically measuring the jump component in asset return volatility. By using 5-minute high-frequency data of MASI Index in Morocco for the period (January 15, 2010 - January 29, 2016), we estimate parameters of the constructed GARCH and EGARCH-type models (namely, GARCH, GARCH-RV, GARCH-CJ, EGARCH, EGARCH-RV, and EGARCH-CJ) and evaluate their predictive power to forecast future volatility. The results show that the realized volatility and the continuous sample path variation have certain predictive power for future volatility while the discontinuous jump variation contains relatively less information for forecasting volatility. More interestingly, the findings show that the GARCH-CJ-type models have stronger predictive power for future volatility than the other two types of models. These results have a major contribution in financial practices such as financial derivatives pricing, capital asset pricing, and risk measures
Steel Slag Aggregate Characteristics Evaluation as Railway Ballast
No full textThe use of recycled materials is a new tendency in the field of railway engineering. Steel slag aggregates (SSA) are one of the recycled materials derived from the steel industry. The application of SSA in ballasted railway tracks requires mechanical examination. In the present paper, the shear behavior of the ballast layer constructed by SSA and basalt aggregates was considered to assess the use of SSA as a substitution for basalt. In this regard, a series of large-direct shear tests were performed on basalt and SSA under various normal stresses. Based on the results, basalt aggregates have higher shear resistance than SSA for all normal stress. However, steel slag has sufficient shear strength as well as particle abrasion resistance. Overall, it was proven that the SSA has suitable stability against shear forces that could be applied on railway ballast.Green Open Access added to TU Delft Institutional Repository 'You share, we take care!' - Taverne project https://www.openaccess.nl/en/you-share-we-take-care Otherwise as indicated in the copyright section: the publisher is the copyright holder of this work and the author uses the Dutch legislation to make this work public.Railway Engineerin
Problem Solving Through Emerging Technologies
No full textAbstract: This article offers a discussion of the overall role of problem management process among emerging technologies when companies attempt to solve problems that affect their revenue and profit streams. The findings of this study have shown that different technologies that have emerged over the past decade have helped companies solve problems that might be significantly harder to solve if the firm simply depended upon humans. Technologies such as Artificial Intelligence (AI) and Predictive Analytics (PA) have been especially helpful. AI can support companies become proactive to solve problems before they have become financially or technically problematic. The employment of PA can support companies predict patterns for potential technical issues and/or even predict customers’ future performance in terms of what they will buy, based on what they have already bought. The advantage of such analytics is not just for problem-solving but also to delight customers and provide better services. For the future, companies shall improve in the competency of matching up the current problem with the technology best designed to solve such a problem.
Keywords: Problem Solving Process, Information Technology Service Management, Internet of Things (IoT), Predictive Analytics, Artificial Intelligence, 4th Industrial Revolution, Public Onchain Database, Metadata, Augmented Reality.
Title: Problem Solving Through Emerging Technologies
Author: Ahmad Issam Alzahed
International Journal of Computer Science and Information Technology Research
ISSN 2348-1196 (print), ISSN 2348-120X (online)
Vol. 10, Issue 3, July 2022 - September 2022
Page No: 45-49
Research Publish Journals
Website: www.researchpublish.com
Published Date: 05-September-2022
DOI: https://doi.org/10.5281/zenodo.7050274
Paper Download Link (Source)
https://www.researchpublish.com/papers/problem-solving-through-emerging-technologiesInternational Journal of Computer Science and Information Technology Research, ISSN 2348-1196 (print), ISSN 2348-120X (online), Research Publish Journals, Website: www.researchpublish.co
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