{"id":"https://openalex.org/W4391666528","doi":"https://doi.org/10.21098/jimf.v8i2.1474","title":"DETERMINANTS OF SYSTEMATIC AND UNSYSTEMATIC LIQUIDITY RISK IN ISLAMIC BANKS","display_name":"DETERMINANTS OF SYSTEMATIC AND UNSYSTEMATIC LIQUIDITY RISK IN ISLAMIC BANKS","publication_year":2022,"publication_date":"2022-05-31","ids":{"openalex":"https://openalex.org/W4391666528","doi":"https://doi.org/10.21098/jimf.v8i2.1474"},"language":"en","primary_location":{"id":"doi:10.21098/jimf.v8i2.1474","doi":"https://doi.org/10.21098/jimf.v8i2.1474","is_oa":true,"landing_page_url":"https://doi.org/10.21098/jimf.v8i2.1474","pdf_url":"https://jimf-bi.org/index.php/JIMF/article/download/1474/901","source":{"id":"https://openalex.org/S2737324406","display_name":"Journal of Islamic Monetary Economics and Finance","issn_l":"2460-6146","issn":["2460-6146","2460-6618"],"is_oa":true,"is_in_doaj":true,"is_core":false,"listed_in":["doaj","poland-20","russia-white-list-4"],"host_organization":"https://openalex.org/P4310315001","host_organization_name":"Bank Indonesia","host_organization_lineage":["https://openalex.org/P4310315001"],"host_organization_lineage_names":["Bank Indonesia"],"type":"journal"},"license":"cc-by-nc","license_id":"https://openalex.org/licenses/cc-by-nc","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Journal of Islamic Monetary Economics and Finance","raw_type":"journal-article"},"volume":null,"type":"article","is_traditional":true,"indexed_in":["crossref","doaj"],"open_access":{"is_oa":true,"oa_status":"diamond","oa_url":"https://jimf-bi.org/index.php/JIMF/article/download/1474/901","any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":null,"display_name":"Anwar Hussain","orcid":null,"observed_orcids":[]},"institutions":[{"id":"https://openalex.org/I4210116806","display_name":"Ghazi University","ror":"https://ror.org/023a7t361","country_code":"PK","type":"education","lineage":["https://openalex.org/I4210116806"]}],"countries":["PK"],"is_corresponding":false,"raw_author_name":"Anwar Hussain","raw_affiliation_strings":["Ghazi University, Department of Business Administration, Dera Ghazi Khan, Pakistan"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Ghazi University, Department of Business Administration, Dera Ghazi Khan, Pakistan","institution_ids":["https://openalex.org/I4210116806"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5081657050","display_name":"Ploypailin Kijkasiwat","orcid":"https://orcid.org/0000-0001-5088-8990","observed_orcids":["https://orcid.org/0000-0001-5088-8990","https://orcid.org/0000-0002-1400-856X"]},"institutions":[{"id":"https://openalex.org/I179193067","display_name":"Khon Kaen University","ror":"https://ror.org/03cq4gr50","country_code":"TH","type":"education","lineage":["https://openalex.org/I179193067"]}],"countries":["TH"],"is_corresponding":false,"raw_author_name":"Ploypailin Kijkasiwat","raw_affiliation_strings":["Khon Kaen University, Thailand"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Khon Kaen University, Thailand","institution_ids":["https://openalex.org/I179193067"]}]},{"author_position":"middle","author":{"id":null,"display_name":"Bushra Mobeen Ijaz","orcid":null,"observed_orcids":[]},"institutions":[{"id":"https://openalex.org/I142204992","display_name":"University of Lahore","ror":"https://ror.org/051jrjw38","country_code":"PK","type":"education","lineage":["https://openalex.org/I142204992"]}],"countries":["PK"],"is_corresponding":false,"raw_author_name":"Bushra Mobeen Ijaz","raw_affiliation_strings":["Faculty of Management Sciences, University of Lahore, Pakistan"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Faculty of Management Sciences, University of Lahore, Pakistan","institution_ids":["https://openalex.org/I142204992"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5081281219","display_name":"Fitim Deari","orcid":"https://orcid.org/0000-0002-0050-9793","observed_orcids":["https://orcid.org/0000-0002-0050-9793"]},"institutions":[{"id":"https://openalex.org/I182202855","display_name":"South East European University","ror":"https://ror.org/00m04y575","country_code":"MK","type":"education","lineage":["https://openalex.org/I182202855"]}],"countries":["MK"],"is_corresponding":false,"raw_author_name":"Fitim Deari","raw_affiliation_strings":["South East European University, Faculty of Business and Economics, Republic of Macedonia"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"South East European University, Faculty of Business and Economics, Republic of Macedonia","institution_ids":["https://openalex.org/I182202855"]}]}],"institutions":[],"countries_distinct_count":3,"institutions_distinct_count":4,"corresponding_author_ids":[],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":1.8906,"has_fulltext":true,"cited_by_count":10,"citation_normalized_percentile":{"value":0.87062402,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":95,"max":98},"biblio":{"volume":"8","issue":"2","first_page":"325","last_page":"340"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11365","display_name":"Islamic Finance and Banking Studies","score":0.9907000064849854,"subfield":{"id":"https://openalex.org/subfields/1402","display_name":"Accounting"},"field":{"id":"https://openalex.org/fields/14","display_name":"Business, Management and Accounting"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11365","display_name":"Islamic Finance and Banking Studies","score":0.9907000064849854,"subfield":{"id":"https://openalex.org/subfields/1402","display_name":"Accounting"},"field":{"id":"https://openalex.org/fields/14","display_name":"Business, Management and Accounting"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10127","display_name":"Banking stability, regulation, efficiency","score":0.008899999782443047,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T14183","display_name":"Banking Sector Performance and Management","score":0.0,"subfield":{"id":"https://openalex.org/subfields/1402","display_name":"Accounting"},"field":{"id":"https://openalex.org/fields/14","display_name":"Business, Management and Accounting"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/liquidity-risk","display_name":"liquidity risk","score":0.9440000057220459},{"id":"https://openalex.org/keywords/islamic-banking","display_name":"Islamic banking","score":0.949999988079071},{"id":"https://openalex.org/keywords/systematic-risk","display_name":"systematic risk","score":0.7900000214576721},{"id":"https://openalex.org/keywords/idiosyncratic-risk","display_name":"idiosyncratic risk","score":0.9980000257492065},{"id":"https://openalex.org/keywords/macroeconomic-factors","display_name":"macroeconomic factors","score":0.8159999847412109},{"id":"https://openalex.org/keywords/non-performing-loans","display_name":"non-performing loans","score":0.8679999709129333},{"id":"https://openalex.org/keywords/bank-size","display_name":"bank size","score":0.9990000128746033},{"id":"https://openalex.org/keywords/leverage-ratio","display_name":"leverage ratio","score":0.9049999713897705},{"id":"https://openalex.org/keywords/return-on-assets","display_name":"return on assets","score":0.9929999709129333},{"id":"https://openalex.org/keywords/bank-fragility","display_name":"bank fragility","score":0.8109999895095825},{"id":"https://openalex.org/keywords/islamic-finance","display_name":"Islamic finance","score":0.46399998664855957}],"concepts":[{"id":"https://openalex.org/C183582576","wikidata":"https://www.wikidata.org/wiki/Q184783","display_name":"Market liquidity","level":2,"score":0.7386937141418457},{"id":"https://openalex.org/C4445939","wikidata":"https://www.wikidata.org/wiki/Q432","display_name":"Islam","level":2,"score":0.686642587184906},{"id":"https://openalex.org/C80212096","wikidata":"https://www.wikidata.org/wiki/Q1975416","display_name":"Systematic risk","level":2,"score":0.6397619843482971},{"id":"https://openalex.org/C153083717","wikidata":"https://www.wikidata.org/wiki/Q6535263","display_name":"Leverage (statistics)","level":2,"score":0.5858235359191895},{"id":"https://openalex.org/C144133560","wikidata":"https://www.wikidata.org/wiki/Q4830453","display_name":"Business","level":0,"score":0.557442307472229},{"id":"https://openalex.org/C189259953","wikidata":"https://www.wikidata.org/wiki/Q1042259","display_name":"Liquidity risk","level":3,"score":0.5357406139373779},{"id":"https://openalex.org/C6422946","wikidata":"https://www.wikidata.org/wiki/Q857354","display_name":"Panel data","level":2,"score":0.43772563338279724},{"id":"https://openalex.org/C73283319","wikidata":"https://www.wikidata.org/wiki/Q1416617","display_name":"Financial system","level":1,"score":0.41349613666534424},{"id":"https://openalex.org/C2991718497","wikidata":"https://www.wikidata.org/wiki/Q457753","display_name":"Islamic finance","level":3,"score":0.4116549491882324},{"id":"https://openalex.org/C162118730","wikidata":"https://www.wikidata.org/wiki/Q1128453","display_name":"Actuarial science","level":1,"score":0.35584574937820435},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.32517245411872864},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.21073728799819946},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.18779799342155457},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.14475402235984802},{"id":"https://openalex.org/C205649164","wikidata":"https://www.wikidata.org/wiki/Q1071","display_name":"Geography","level":0,"score":0.13344794511795044},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.07815459370613098},{"id":"https://openalex.org/C166957645","wikidata":"https://www.wikidata.org/wiki/Q23498","display_name":"Archaeology","level":1,"score":0.0}],"mesh":[],"locations_count":3,"locations":[{"id":"doi:10.21098/jimf.v8i2.1474","doi":"https://doi.org/10.21098/jimf.v8i2.1474","is_oa":true,"landing_page_url":"https://doi.org/10.21098/jimf.v8i2.1474","pdf_url":"https://jimf-bi.org/index.php/JIMF/article/download/1474/901","source":{"id":"https://openalex.org/S2737324406","display_name":"Journal of Islamic Monetary Economics and Finance","issn_l":"2460-6146","issn":["2460-6146","2460-6618"],"is_oa":true,"is_in_doaj":true,"is_core":false,"listed_in":["doaj","poland-20","russia-white-list-4"],"host_organization":"https://openalex.org/P4310315001","host_organization_name":"Bank Indonesia","host_organization_lineage":["https://openalex.org/P4310315001"],"host_organization_lineage_names":["Bank Indonesia"],"type":"journal"},"license":"cc-by-nc","license_id":"https://openalex.org/licenses/cc-by-nc","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Journal of Islamic Monetary Economics and Finance","raw_type":"journal-article"},{"id":"pmh:oai:RePEc:idn:jimfjn:v:8:y:2022:i:2h:p:325-340","doi":null,"is_oa":false,"landing_page_url":"https://jimf-bi.org/index.php/JIMF/article/view/1474/901","pdf_url":null,"source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"article"},{"id":"pmh:oai:doaj.org/article:2ee8d6cb8232464598a73fe2d8e7d864","doi":null,"is_oa":false,"landing_page_url":"https://doaj.org/article/2ee8d6cb8232464598a73fe2d8e7d864","pdf_url":null,"source":{"id":"https://openalex.org/S4306401280","display_name":"DOAJ (DOAJ: Directory of Open Access Journals)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"Journal of Islamic Monetary Economics and Finance, Vol 8, Iss 2, Pp 325-340 (2022)","raw_type":"article"}],"best_oa_location":{"id":"doi:10.21098/jimf.v8i2.1474","doi":"https://doi.org/10.21098/jimf.v8i2.1474","is_oa":true,"landing_page_url":"https://doi.org/10.21098/jimf.v8i2.1474","pdf_url":"https://jimf-bi.org/index.php/JIMF/article/download/1474/901","source":{"id":"https://openalex.org/S2737324406","display_name":"Journal of Islamic Monetary Economics and Finance","issn_l":"2460-6146","issn":["2460-6146","2460-6618"],"is_oa":true,"is_in_doaj":true,"is_core":false,"listed_in":["doaj","poland-20","russia-white-list-4"],"host_organization":"https://openalex.org/P4310315001","host_organization_name":"Bank Indonesia","host_organization_lineage":["https://openalex.org/P4310315001"],"host_organization_lineage_names":["Bank Indonesia"],"type":"journal"},"license":"cc-by-nc","license_id":"https://openalex.org/licenses/cc-by-nc","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Journal of Islamic Monetary Economics and Finance","raw_type":"journal-article"},"sustainable_development_goals":[],"study_designs":[],"awards":[],"funders":[],"has_content":{"grobid_xml":true,"pdf":true},"content_urls":{"pdf":"https://content.openalex.org/works/W4391666528.pdf","grobid_xml":"https://content.openalex.org/works/W4391666528.grobid-xml"},"referenced_works_count":37,"referenced_works":["https://openalex.org/W147004994","https://openalex.org/W568097799","https://openalex.org/W1480807464","https://openalex.org/W1500204765","https://openalex.org/W1555977925","https://openalex.org/W1847164754","https://openalex.org/W1991520904","https://openalex.org/W2000821418","https://openalex.org/W2010453473","https://openalex.org/W2020276809","https://openalex.org/W2024539880","https://openalex.org/W2027179083","https://openalex.org/W2089172772","https://openalex.org/W2098683985","https://openalex.org/W2121919960","https://openalex.org/W2135365107","https://openalex.org/W2136438317","https://openalex.org/W2150096379","https://openalex.org/W2158714331","https://openalex.org/W2162196818","https://openalex.org/W2181538840","https://openalex.org/W2183863545","https://openalex.org/W2188345035","https://openalex.org/W2284341541","https://openalex.org/W2337488975","https://openalex.org/W2394666784","https://openalex.org/W2408357034","https://openalex.org/W2578410877","https://openalex.org/W2740049013","https://openalex.org/W2781072875","https://openalex.org/W2897099411","https://openalex.org/W2912139251","https://openalex.org/W2972375809","https://openalex.org/W3122997816","https://openalex.org/W3133552901","https://openalex.org/W4244422442","https://openalex.org/W7020742663"],"related_works":["https://openalex.org/W4366091432","https://openalex.org/W2988042110","https://openalex.org/W4394895944","https://openalex.org/W3215079240","https://openalex.org/W3105886696","https://openalex.org/W2534872024","https://openalex.org/W7166836899","https://openalex.org/W2098683985","https://openalex.org/W3195932639","https://openalex.org/W2570169192"],"abstract_inverted_index":{"This":[0,92],"study":[1,18,93],"examines":[2],"whether":[3],"systematic":[4],"(macroeconomic)":[5],"and":[6,32,61,76],"unsystematic":[7,82],"(bank":[8],"specific)":[9],"factors":[10],"determine":[11],"liquidity":[12,87,105],"risk":[13,88],"in":[14,84,101],"Islamic":[15,23,90,99],"banks.":[16,91],"The":[17,65],"employs":[19],"a":[20],"sample":[21],"of":[22,89,98],"banks":[24,100],"from":[25],"Pakistan,":[26],"Qatar,":[27],"Malaysia,":[28],"UAE,":[29],"Bangladesh,":[30],"Bahrain,":[31],"Saudi":[33],"Arabia":[34],"over":[35],"the":[36,48,56,86,96],"period":[37],"2008":[38],"\u2013":[39],"2019.":[40],"Using":[41],"Least":[42],"Square":[43],"estimation":[44],"methods":[45],"to":[46,58,103],"estimate":[47],"model":[49],"separately":[50],"for":[51],"each":[52],"country,":[53],"we":[54],"find":[55],"results":[57,66],"be":[59],"mixed":[60],"different":[62],"across":[63],"countries.":[64],"also":[67],"show":[68],"that":[69],"non-performing":[70],"loans,":[71],"bank":[72],"size,":[73],"leverage":[74],"ratio":[75],"return":[77],"on":[78],"assets":[79],"are":[80],"key":[81],"drivers":[83],"determining":[85],"points":[94],"out":[95],"fragility":[97],"relation":[102],"managing":[104],"risk.":[106]},"counts_by_year":[{"year":2026,"cited_by_count":4},{"year":2025,"cited_by_count":3},{"year":2023,"cited_by_count":3}],"updated_date":"2026-11-07T11:25:07.637180","created_date":"2024-02-09T00:00:00"}