The predictive accuracy of Sukuk ratings; Multinomial Logistic and Neural Network inferences

• Main Authors: Arundina, Tika, Omar, Mohd. Azmi, Kartiwi, Mira
• Format: Article
• Language: English; English
• Published: Elsevier 2015
• Subjects: HG Finance; HG3368 Islamic Banking and Finance
• Online Access: http://irep.iium.edu.my/70897/7/70897%20The%20Predictive%20Accuracy%20of%20Sukuk%20Ratings.pdf; http://irep.iium.edu.my/70897/8/70897%20The%20Predictive%20Accuracy%20of%20Sukuk%20Ratings%20SCOPUS.pdf; http://irep.iium.edu.my/70897/; https://www.journals.elsevier.com/pacific-basin-finance-journal

The development of Sukuk market as the alternative to the existing conventional bond market has risen the issue of rating the Sukuk issuance. These credit ratings fulfill a key function of information transmission in capital market. Moreover, Basel Committee for Banking Supervision has now institute...