Co-movement, portfolio diversification, investors' behavior and psychology: Evidence from developed and emerging countries' stock markets

M Sahabuddin, MA Islam, MI Tabash… - Journal of Risk and …, 2022 - mdpi.com
The issue of co-movements is still crucial and arguable in international finance. An optimum
and significant level of co-movement is highly desirable to investors, and it mostly depends …

Financial interconnectedness and bank risk-taking: Evidence from China

R Wang, J Kang - Journal of the Knowledge Economy, 2023 - Springer
Financial institutions have become increasingly interconnected. How does such financial
interconnectedness affect the operation of financial institutions? This study aims to answer …

[HTML][HTML] Realized Volatility Spillover Connectedness Among the Leading European Currencies After the End of the Sovereign-Debt Crisis: A QVAR Approach

M Nerantzidis, N Stoupos, P Tzeremes - Journal of Risk and Financial …, 2024 - mdpi.com
This paper examines the time-varying spillover effects and connectedness between the euro
and other EU and non-EU currencies after the end of the sovereign-debt crisis. We employ …

[HTML][HTML] Should Basel-style liquidity requirements be set countercyclically? Evidence from a numerical analysis

C Huang, F Moreira, TW Archibald - International Review of Financial …, 2024 - Elsevier
We develop a model to compare the changes in banks' equilibrium capital and liquidity
holdings under various versions of Basel-style requirements across economic cycles. We …

Does the number of publications matter for academic promotion in higher education? Evidence from Lebanon

P Boutros, A Fakih, S Kassab, Z Lizzaik - Social Sciences, 2022 - mdpi.com
This paper uses unique data from Lebanon to explore the factors affecting promotion in
academia. We use the Ordered Probit model to answer the research question empirically …

Study on liquidity risk of commercial banks

N Mansour - Journal of Infrastructure, Policy and …, 2023 - systems.enpress-publisher.com
China's banking system, a product of its planned economy, is a means for China to
implement its economic and financial development and consolidate its role in the global …

What drives currency connectedness? Evidence from the BRICS currencies

S He, Z Cheng, W Wang, Z Luo - Applied Economics, 2024 - Taylor & Francis
With the rapid growth of the BRICS countries, their currencies have attracted wide attention.
This study examines the dynamic connectedness of BRICS currencies and identifies the …

Automation in Regional Economic Synthetic Index Construction with Uncertainty Measurement

P Espinosa, JM Pavía - Forecasting, 2023 - mdpi.com
Subnational jurisdictions, compared to the apparatuses of countries and large institutions,
have less resources and human capital available to carry out an updated conjunctural follow …

Inhomogeneous Financial Markets in a Low Interest Rate Environment—A Cluster Analysis of Eurozone Economies

T Tatay, Z Orlovits, Z Novák - Risks, 2022 - mdpi.com
In the present paper, we investigate the financial homogeneity of the euro area economies
by contrasting eurozone countries' responses to monetary policy steps to the theoretical …

ANALISIS KOMPARASI PENGARUH RASIO LIKUIDITAS DAN RENTABILITAS TERHADAP KINERJA SAHAM BANK BUMN DAN NON-BUMN SEBELUM COVID DAN …

MV Simon - J-REMA, 2023 - ejournal.atmajaya.ac.id
For a country, banking is one of the institutions or companies that have an important role in
the economy. In order to maintain banking health, banks must manage assets to generate …