How to cite this paper
Bakri, M., Ismail, S., Zainal, N., Kamarudin, F & Shami, S. (2020). Factors influencing spread in Malaysia securitization market.Accounting, 6(4), 433-440.
Refrences
Ali, R., Ismail, S., & Bakri, M. (2015). Proposed Islamic educational loan-backed securities for quality life of university graduates in Malaysia. Procedia-Social and Behavioral Sciences, 201, 85–92.
Altman, E. I. (2007). Global debt markets in 2007: new paradigm or the great credit bubble?. Journal of Applied Corporate Finance, 19(3), 17-31.
Bakri, M. H., Ali, R., & Ismail, S. (2015). The Study of Residential Mortgage Backed Securities During Subprime Mortgage: Malaysian Experience. Advanced Science Letters, 21(5),1468-1472
Bakri, M. H., Ali, R., & Ismail, S. (2016). Developing Primary Market Spread and Measuring Financial Performance of Staff Housing Government Loans. Proceedings of the 1st AAGBS International Conference on Business Management, 501-511.
Bakri, M.H., Sufian, F., Baharom, A.H., & Ismail, S. (2018). Determinant of securitization spread in Malaysia. International Journal of Business and Society 19(3), 904-917.
Bakri, M. H, Dabas. N, Ismail, S., & Baharom, A. H. (2017). Islamic student financing back securitization in Malaysia. Advanced Science Letters, 23(9) 8090-8093
Brennan, M. J., & Schwartz, E. S. (1978). Corporate income taxes, valuation, and the problem of optimal capital structure. Journal of Business, 51(1), 103-114.
Black, F., & Scholes,M. (1973). The pricing of options and corporate liabilities. Journal of Political Economy 81, 637-654.
Black, F. & Cox, J. (1976). Valuing corporate securities: Some effects of bond indenture provision, The Journal of Finance, 31, 857-934.
Duffie, D., & Singleton, K. J. (1997). An econometric model of the term structure of interest‐rate swap yields. The Journal of Finance, 52(4), 1287-1321.
Duffie, D., & Garleanu, N. (2001). Risk and valuation of collateralized debt obligations. Financial analysts journal, 57(1), 41-59.
Duffee, G. R. (2002). Term premia and interest rate forecasts in affine models. The Journal of Finance, 57(1), 405-443.
Eross, A., Urquhart, A., & Wolfe, S. (2019). An early warning indicator for liquidity shortages in the interbank market. International Journal Finance & Economics, 24(1), 1–13.
Fabozzi, F. J. (1998). Valuation of fixed income securities and derivatives. Boston: Frank J Fabozzi Associates.
Fender, I., & Hördahl, P. (2007). Overview: credit retrenchment triggers liquidity squeeze. BIS Quarterly Review, 1-16.
Vink, D., & Fabozzi, F. J. (2009). Non-US asset-backed securities: Spread determinants and over-reliance on credit ratings.
Fabozzi, F. J., & Vink, D. (2011). Determinants of primary market spreads on UK residential mortgage-backed securities and the implications for investor reliance on credit ratings. The Journal of Fixed Income, 21(3), 7-14.
Fabozzi, F. J., & Vink, D. (2012). Looking beyond credit ratings: Factors investors consider in pricing European asset-backed securities. European Financial Management, 18(4), 515–542.
Firla-Cuchra, M. (2005). Explaining launch spreads on structured bonds. Working Paper. Oxford University.
Firla-Cuchra, M., & Jenkinson T. (2006) Why are securitization issues tranched?. Working Paper. Oxford University.
Fong, L.F. (2013). Malaysia leading in Global Sukuk. The Star. (online)http://www.thestar.com.my
Gabbi, G., & Sironi, A. (2002). Which factors affect corporate bond pricing. Empirical evidence.
Gangwani, S. (1998). Speaking of Securitization. Delloite & Touche, 3(4), NewYork, July 20
Guidolin, M., & Tam, Y. M. (2013). A yield spread perspective on the great financial crisis: Break-point test evidence. International Review of Financial Analysis, 26, 18– 39.
Gordon, M. (1959). Dividends, earnings, and stock prices. Review of Economics and Statistics, 41(2), 99-105.
Giddy, I., (2000). New Developments in Asset-Backed Securities. Workshop, Host Excellent International, Johannesburg, South Africa.
Greene, W. H. (2003). Econometric analysis. Pearson Education India.
Ingersol, J. E. (1987). Theory of Financial Decision Making. Totowa, N.J.: Rowman & Littlefield.
Jarrow, R. A., & Turnbull, S. M. (1995). Pricing derivatives on financial securities subject to credit risk. The Journal of Finance, 50(1), 53-85.
Kleimeier, S. & Megginson, W.L. (2001). An empirical analysis of limited recourse project finance. Working Paper, University of Oklahoma, Michel F. Price College of Business.
Kennedy, P. (2008). A Guide to Econometrics. Malden, Mass: Blackwell Publishing.
Kozicki, S. (1997). Predicting real growth and inflation with the yield spread. Economic Review-Federal Reserve Bank of Kansas City, 82, 39-58.
Leland, H. E. (1994). Corporate debt value, bond covenants and optimal capital structure. Journal of Finance, 49, 1213–52.
Longstaff, F. A., & Schwartz, E. S. (1995). A simple approach to valuing risky fixed and floating rate debt. The Journal of Finance, 50(3), 789-819.
Lumpkin, S. (1999). Trends and developments in securitization. Financial Market Trends, 74(7), 25-57.
Madan, D. B., & Unal, H. (1994). Pricing the risks of default, Working Paper. Wharton School, University of Pennsylvania.
Merton, R. C. (1974). On the pricing of corporate debt: The risk structure of interest rates. The Journal of finance, 29(2), 449-470.
Neal, B. C., Rodgers, A., Clark, T., Gray, H., Reid, I. R., Dunn, L., & MacMahon, S. W. (2000). A systematic survey of 13 randomized trials of non-steroidal anti-inflammatory drugs for the prevention of heterotopic bone formation after major hip surgery. Acta Orthopaedica Scandinavica, 71(2), 122-128.
Plosser, C. I., & Rouwenhorst, K. G. (1994). International term structures and real economic growth. Journal of Monetary Economics, 33(1), 133-155.
Perraudin, W., & Wu, S. (2008). Determinants of asset-backed security prices in crisis periods. Available at SSRN 1340008.
Riddiough, T. J. (1997). Optimal design and governance of asset-backed securities. Journal of Financial Intermediation, 6(2), 121-152.
Ripain, N., Ali, R., Serguieva, A., & Ismail, S. (2006). Growth and Outlook of Asset-Backed Securitization in The Malaysian Capital Market: The Case Study of Sunway City Berhad.
Seagraves, P. A. (2012). A Multi Factor Probit Analysis of Non-Performing Commercial Mortgage Backed Security Loans. Georgia State University.
Sharif, S. M., Nizam, N. Z., Rashid, N. A., Masrom, N. R., Bakri, M. H., & dan Teknousahawanan, F. P. T. (2018). Role of values and competencies in university intellectual property commercialization: A critical review. The Turkish Online Journal of Design, Art and Communication, 887-904
Schiller, R. J. (1989). Market Volatility. Cambridge, MA: MIT Press
Summers, L. H. (1986). Does the stock market rationally reflect fundamental values. Journal of Finance, 41(3), 591-601.
Taylor, M.P. (2010).The global financial crisis: introduction and overview. Applied Financial Economics , 20(1), 3-5.
Turnbull, D., Barrington, L., Torres, D., & Lanckriet, G. (2008). Semantic annotation and retrieval of music and sound effects. IEEE Transactions on Audio, Speech, and Language Processing, 16(2), 467-476.
Vink, D. (2008). An Empirical Analysis of Asset-Backed Securitization, 21st Australasian Finance & Banking Conference 2008 Paper.
Vink, D., & Thibeault, A. E. (2007). An empirical analysis of asset-backed securitization. NRG Working Paper Series. Nyenrode Business Universiteit
Altman, E. I. (2007). Global debt markets in 2007: new paradigm or the great credit bubble?. Journal of Applied Corporate Finance, 19(3), 17-31.
Bakri, M. H., Ali, R., & Ismail, S. (2015). The Study of Residential Mortgage Backed Securities During Subprime Mortgage: Malaysian Experience. Advanced Science Letters, 21(5),1468-1472
Bakri, M. H., Ali, R., & Ismail, S. (2016). Developing Primary Market Spread and Measuring Financial Performance of Staff Housing Government Loans. Proceedings of the 1st AAGBS International Conference on Business Management, 501-511.
Bakri, M.H., Sufian, F., Baharom, A.H., & Ismail, S. (2018). Determinant of securitization spread in Malaysia. International Journal of Business and Society 19(3), 904-917.
Bakri, M. H, Dabas. N, Ismail, S., & Baharom, A. H. (2017). Islamic student financing back securitization in Malaysia. Advanced Science Letters, 23(9) 8090-8093
Brennan, M. J., & Schwartz, E. S. (1978). Corporate income taxes, valuation, and the problem of optimal capital structure. Journal of Business, 51(1), 103-114.
Black, F., & Scholes,M. (1973). The pricing of options and corporate liabilities. Journal of Political Economy 81, 637-654.
Black, F. & Cox, J. (1976). Valuing corporate securities: Some effects of bond indenture provision, The Journal of Finance, 31, 857-934.
Duffie, D., & Singleton, K. J. (1997). An econometric model of the term structure of interest‐rate swap yields. The Journal of Finance, 52(4), 1287-1321.
Duffie, D., & Garleanu, N. (2001). Risk and valuation of collateralized debt obligations. Financial analysts journal, 57(1), 41-59.
Duffee, G. R. (2002). Term premia and interest rate forecasts in affine models. The Journal of Finance, 57(1), 405-443.
Eross, A., Urquhart, A., & Wolfe, S. (2019). An early warning indicator for liquidity shortages in the interbank market. International Journal Finance & Economics, 24(1), 1–13.
Fabozzi, F. J. (1998). Valuation of fixed income securities and derivatives. Boston: Frank J Fabozzi Associates.
Fender, I., & Hördahl, P. (2007). Overview: credit retrenchment triggers liquidity squeeze. BIS Quarterly Review, 1-16.
Vink, D., & Fabozzi, F. J. (2009). Non-US asset-backed securities: Spread determinants and over-reliance on credit ratings.
Fabozzi, F. J., & Vink, D. (2011). Determinants of primary market spreads on UK residential mortgage-backed securities and the implications for investor reliance on credit ratings. The Journal of Fixed Income, 21(3), 7-14.
Fabozzi, F. J., & Vink, D. (2012). Looking beyond credit ratings: Factors investors consider in pricing European asset-backed securities. European Financial Management, 18(4), 515–542.
Firla-Cuchra, M. (2005). Explaining launch spreads on structured bonds. Working Paper. Oxford University.
Firla-Cuchra, M., & Jenkinson T. (2006) Why are securitization issues tranched?. Working Paper. Oxford University.
Fong, L.F. (2013). Malaysia leading in Global Sukuk. The Star. (online)http://www.thestar.com.my
Gabbi, G., & Sironi, A. (2002). Which factors affect corporate bond pricing. Empirical evidence.
Gangwani, S. (1998). Speaking of Securitization. Delloite & Touche, 3(4), NewYork, July 20
Guidolin, M., & Tam, Y. M. (2013). A yield spread perspective on the great financial crisis: Break-point test evidence. International Review of Financial Analysis, 26, 18– 39.
Gordon, M. (1959). Dividends, earnings, and stock prices. Review of Economics and Statistics, 41(2), 99-105.
Giddy, I., (2000). New Developments in Asset-Backed Securities. Workshop, Host Excellent International, Johannesburg, South Africa.
Greene, W. H. (2003). Econometric analysis. Pearson Education India.
Ingersol, J. E. (1987). Theory of Financial Decision Making. Totowa, N.J.: Rowman & Littlefield.
Jarrow, R. A., & Turnbull, S. M. (1995). Pricing derivatives on financial securities subject to credit risk. The Journal of Finance, 50(1), 53-85.
Kleimeier, S. & Megginson, W.L. (2001). An empirical analysis of limited recourse project finance. Working Paper, University of Oklahoma, Michel F. Price College of Business.
Kennedy, P. (2008). A Guide to Econometrics. Malden, Mass: Blackwell Publishing.
Kozicki, S. (1997). Predicting real growth and inflation with the yield spread. Economic Review-Federal Reserve Bank of Kansas City, 82, 39-58.
Leland, H. E. (1994). Corporate debt value, bond covenants and optimal capital structure. Journal of Finance, 49, 1213–52.
Longstaff, F. A., & Schwartz, E. S. (1995). A simple approach to valuing risky fixed and floating rate debt. The Journal of Finance, 50(3), 789-819.
Lumpkin, S. (1999). Trends and developments in securitization. Financial Market Trends, 74(7), 25-57.
Madan, D. B., & Unal, H. (1994). Pricing the risks of default, Working Paper. Wharton School, University of Pennsylvania.
Merton, R. C. (1974). On the pricing of corporate debt: The risk structure of interest rates. The Journal of finance, 29(2), 449-470.
Neal, B. C., Rodgers, A., Clark, T., Gray, H., Reid, I. R., Dunn, L., & MacMahon, S. W. (2000). A systematic survey of 13 randomized trials of non-steroidal anti-inflammatory drugs for the prevention of heterotopic bone formation after major hip surgery. Acta Orthopaedica Scandinavica, 71(2), 122-128.
Plosser, C. I., & Rouwenhorst, K. G. (1994). International term structures and real economic growth. Journal of Monetary Economics, 33(1), 133-155.
Perraudin, W., & Wu, S. (2008). Determinants of asset-backed security prices in crisis periods. Available at SSRN 1340008.
Riddiough, T. J. (1997). Optimal design and governance of asset-backed securities. Journal of Financial Intermediation, 6(2), 121-152.
Ripain, N., Ali, R., Serguieva, A., & Ismail, S. (2006). Growth and Outlook of Asset-Backed Securitization in The Malaysian Capital Market: The Case Study of Sunway City Berhad.
Seagraves, P. A. (2012). A Multi Factor Probit Analysis of Non-Performing Commercial Mortgage Backed Security Loans. Georgia State University.
Sharif, S. M., Nizam, N. Z., Rashid, N. A., Masrom, N. R., Bakri, M. H., & dan Teknousahawanan, F. P. T. (2018). Role of values and competencies in university intellectual property commercialization: A critical review. The Turkish Online Journal of Design, Art and Communication, 887-904
Schiller, R. J. (1989). Market Volatility. Cambridge, MA: MIT Press
Summers, L. H. (1986). Does the stock market rationally reflect fundamental values. Journal of Finance, 41(3), 591-601.
Taylor, M.P. (2010).The global financial crisis: introduction and overview. Applied Financial Economics , 20(1), 3-5.
Turnbull, D., Barrington, L., Torres, D., & Lanckriet, G. (2008). Semantic annotation and retrieval of music and sound effects. IEEE Transactions on Audio, Speech, and Language Processing, 16(2), 467-476.
Vink, D. (2008). An Empirical Analysis of Asset-Backed Securitization, 21st Australasian Finance & Banking Conference 2008 Paper.
Vink, D., & Thibeault, A. E. (2007). An empirical analysis of asset-backed securitization. NRG Working Paper Series. Nyenrode Business Universiteit