Bank-specific factors, market conditions and the riskiness of Islamic and conventional banks: evidence from recent quantile approaches

Keyphrases

• Market Conditions 100%
• Riskiness 100%
• Conventional Banks 100%
• Bank-specific Variables 100%
• Bank-specific Characteristics 100%
• Quantile-on-quantile 100%
• Factor Markets 100%
• Islamic Financial Institutions 100%
• Financial Indices 80%
• Shock 60%
• Equity Prices 40%
• Design Methodology 20%
• Banking 20%
• Specific Factors 20%
• Conditional Value at Risk 20%
• Return on Equity 20%
• Price Return 20%
• Equity Returns 20%
• Capital Adequacy 20%
• Bank Type 20%
• Bank Stock Returns 20%
• Bank Equity 20%
• Bank Size 20%
• Bank Performance 20%
• Multivariate Quantile 20%
• Response to Shocks 20%
• Leverage Ratio 20%
• Stock Market Performance 20%
• Return on Capital 20%
• Dual Banking System 20%
• Financial Risk Spillovers 20%

Economics, Econometrics and Finance

• Capital Market Returns 100%
• Price 100%
• Spillover Effect 50%
• Capital Structure 50%
• Market Performance 50%
• Financial Risk Analysis 50%
• Bank Performance 50%