D
Dawood Ashraf
Researcher at Islamic Development Bank
Publications - 45
Citations - 964
Dawood Ashraf is an academic researcher from Islamic Development Bank. The author has contributed to research in topics: Equity (finance) & Portfolio. The author has an hindex of 13, co-authored 41 publications receiving 673 citations. Previous affiliations of Dawood Ashraf include Prince Mohammad bin Fahd University & Bangor University.
Papers
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Systemic risk: The impact of COVID-19.
TL;DR: A significant increase in systemic risk is found among the sample countries initially, while stagnancy is observed during April 2020 except for China, which is showing some recovery.
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Matching perception with the reality—Performance of Islamic equity investments
TL;DR: In this paper, a logistic smooth transition autoregressive (LSTAR) model is used to investigate whether the "down market" performance of global and regional Islamic equity indices differs from conventional indices.
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A net stable funding ratio for Islamic banks and its impact on financial stability: An international investigation
TL;DR: In this paper, the modified NSFR of 136 Islamic banks from 30 jurisdictions between 2000 and 2013 was calculated and the potential impact the requirements of this ratio has on the financial stability of Islamic banks after controlling for bank, country, and market-specific variables.
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Does Shari’ah Screening Cause Abnormal Returns? Empirical Evidence from Islamic Equity Indices
TL;DR: In this paper, the performance of 29 Islamic equity indices (IEIs) versus conventional indices from four major international index providers using different Shari'ah screening criteria are analyzed in a single as well as in a multi-equation framework.
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Does the Shariah screening process matter? Evidence from Shariah compliant portfolios
Dawood Ashraf,Mohsin Khawaja +1 more
TL;DR: In this article, the performance of market-weighted Shariah-compliant portfolios (SCPs) with conventional benchmark portfolios (CBPs) from the USA, Canada, Europe, the GCC, and Japan were compared.