About IBC

The establishment of Islamic Banking Center (IBC) at the department of economics is another leading and appreciable initiative of towards achieving the excellence in the research and development at King Saud University. The Center is established with the generous funding donated by the Shaikh Saleh Abdullah Kamel, Chairman and Founder of Dallah Al-Baraka Holding Foundation, as an expression of his keen interest in the promotion and facilitation of Islamic banking and finance studies and practices. The Center’s budget will come primarily from Sheikh Saleh Kamel Waqf donated to King Saud University for this purpose. Read more...

Director Message

Dear Colleagues and Practitioners Very warm welcome, Last three decades were the period of major developments, emerging trends, and new beginnings. Besides the respectful recognition from the academia and policymakers, Islamic Banking System has achieved a historic high growth rate and now it holds a significant share in the global financial market... Read more...

Publication type Conference Paper
3
Publication language English
Publication Title Revisiting the shock and volatility transmissions among GCC equities and oil price: A further investigation
Publication Year 2014
Publication Work Type paper
Tags
Publication Authers Nizar Harrathi, Jamel Jouini
Publication Online Link http://www.sciencedirect.com/science/article/pii/S0264999314000431
LPublication Conference Name
Publication Conference Location
Publication Conference Date 10/06/2015
Publication Sponsoring Organization
Publication Summury The paper explores the empirical evidence of the volatility interactions among the Gulf Cooperation Council (GCC) stock markets and world oil price over the weekly period spanning from June 24, 2005 to March 25, 2011. The study is conducted based on the BEKK-GARCH process developed by Kroner and Ng (1998) and outlining the asymmetry in the conditional variances of the stock and oil markets. The findings show evidence of shock and volatility linkages among GCC stock and oil markets, and reveal that the spillover effects are more apparent for volatility patterns. They also indicate that the stock and oil markets exhibit asymmetry in the conditional variances. From the perspective of portfolio strategies, the results display certain sensitivity to the GCC stock prices, allowing thus better understanding of the relationship between each stock market and oil price. Our findings are crucial for practitioners, policy makers and investors who seek to make earnings by diversifying their portfolios.
Publication File
Research

Bank Efficiency Analysis: Islamic Banks versus Conventional Banks in the Gulf Cooperation Council Countries 2006 - 2012

Journal Article

/

English

/

Bukhari M. S. Sillah and Nizar Harrathi

Read more...


Consumer Perceptions of Islamic Banks The Case of Saudi Arabia

Journal Article

/

English

/

Imran Khokhar & Bukhari Sillah

Read more...


Consumer Perceptions of Islamic Banks The Case of Saudi Arabia

Journal Article

/

English

/

Imran Khokhar, Dr. Bukhari Sillah

Read more...


Islamic Banking Bulletin Vol. 1. No. 1

Book

/

English

/

Islamic Banking Center, Research Team

Read more...


Islamic Banking Bulletin Vol. 1. No. 2

Book

/

English

/

Islamic Banking Center, Research Team

Read more...


Revisiting the shock and volatility transmissions among GCC equities and oil price: A further investigation

Conference Paper

/

English

/

Nizar Harrathi, Jamel Jouini

Read more...

First Next 1 2 Previous Last