Foreign currency and interest rate derivatives on firm value: evidence on Shari’ah compliant firms

• 主要な著者: Zamzamir@Zamzamin, zaminor, Haron, Razali
• フォーマット: Conference or Workshop Item
• 言語: English; English
• 出版事項: 2020
• 主題: HB126.4 Islamic Economics; HG3810 Foreign exchange
• オンライン･アクセス: http://irep.iium.edu.my/84926/1/84926_Foreign%20currency%20and%20interest%20rate.pdf; http://irep.iium.edu.my/84926/2/84926_Foreign%20currency%20and%20interest%20rate.programbook.pdf; http://irep.iium.edu.my/84926/; https://www.mfa.com.my/wp-content/uploads/2020/11/MFAC-2020-Program-Book-Website-FINAL-version-13.11.2020.pdf

This study examines the impact of foreign currency and interest rate derivatives on the firm value of Shari’ah compliant firms in Malaysia. To meet its objective, Generalized Method-of-Moment estimator (System-GMM) and Two Stage Least Square (2SLS) approaches are employed for a set of panel data fro...