Are Non-Conventional Banks More Resilient than Conventional Ones to Financial Crisis?

Amine Ben Amar, Ikrame Ben Slimane and Makram Bellalah ()
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Ikrame Ben Slimane: ESSCA Research Lab - ESSCA - ESSCA – École supérieure des sciences commerciales d'Angers = ESSCA Business School
Makram Bellalah: CRIISEA - Centre de Recherche sur les Institutions, l'Industrie et les Systèmes Économiques d'Amiens - UR UPJV 3908 - UPJV - Université de Picardie Jules Verne

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Abstract: This paper presents empirical evidence of the impact of the recent global financial crises on Islamic and conventional banks in three GCC countries. Our assumptions are discussed within the framework of Khan (1976), Khan and Mirakhor (2005) and Chapra (2008). A diagonal BEKK model is used to examine the impact of the global crisis on conditional beta of the selected banks. Results show that Islamic and conventional banks have been largely affected by the global crisis, except for few banks. They reveal also that small banks have been less affected than larger banks. These results are in line with the other studies which have found that Islamic banks are not more resilient than conventional ones.

Keywords: GCC countries; Islamic Banks; BEKK model; Pays du CCG; Banques islamiques; Résilience; Modèle BEKK (search for similar items in EconPapers)
Date: 2017-02-03
New Economics Papers: this item is included in nep-hme
Note: View the original document on HAL open archive server: https://hal.science/hal-01455752v1
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