A influência do ambiente geográfico no desempenho dos bancos islâmicos

Autores

DOI:

https://doi.org/10.16930/2237-766220213146

Palavras-chave:

Finanças Islâmicas, Ambiente Geográfico, Dados em Painel, Regressão Quantílica

Resumo

O objetivo do presente artigo é examinar a influência do ambiente geográfico no desempenho de bancos islâmicos presentes em quatro regiões: África, Ásia, Europa e América do Norte. Para atingir esse objetivo, foram utilizados dados diários de 113 bancos islâmicos entre os anos de 2010 e 2019. Foram aplicadas diferentes abordagens metodológicas, como análise de componentes principais e regressão quantílica com efeitos fixos para dados em painel. Como resultados, descobrimos que a análise dos componentes principais mostra que o desempenho dos bancos islâmicos varia entre as regiões. A regressão do painel linear destaca que o ambiente geográfico afeta positiva e significativamente o sistema bancário islâmico, sugerindo a importância dos efeitos dessa externalidade. Finalmente, o efeito ambiental parece variar com os quantis, trazendo efeito positivo para o quantil mais baixo  e efeito negativo para o quantil mais alto. Essa especificação quantílica aponta para a não linearidade na relação ambiente-desempenho do banco islâmico, refletindo uma disciplina variável no tempo imposta pelo conselho da Shariah ou de Lei Islâmica. Essa descoberta ajuda a explicar melhor a principal diferença entre os bancos islâmicos no oriente e os do ocidente e, também, permite que os investidores ajustem suas opções de portfólio ao considerar os produtos dos bancos islâmicos de acordo com as especificidades regionais.

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Publicado

07/05/2021

Como Citar

El Khatib, A. S. (2021). A influência do ambiente geográfico no desempenho dos bancos islâmicos. Revista Catarinense Da Ciência Contábil, 20, e3146. https://doi.org/10.16930/2237-766220213146

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Artigos