Measuring systemic risk in the global banking sector: A cross-quantilogram network approach
We propose a new systemic risk index based on the interdependence of extreme downside
movements of stock returns using the cross-quantilogram and network analysis approach …
movements of stock returns using the cross-quantilogram and network analysis approach …
[HTML][HTML] Can banks sustain the growth in renewable energy supply? An international evidence
T Choudhury, M Kamran, HG Djajadikerta… - The European Journal …, 2023 - ncbi.nlm.nih.gov
Confronted with rapidly deteriorating climate change resulting from the use of fossil fuels, the
transition to renewable energy has now become imminent. But this shift to renewable energy …
transition to renewable energy has now become imminent. But this shift to renewable energy …
How does central bank transparency affect systemic risk? Evidence from developed and developing countries
X Zhang, Q Liang, CC Lee - The Quarterly Review of Economics and …, 2023 - Elsevier
This research explores the effects of central bank transparency on systemic risk by taking
1780 commercial banks in 50 countries during 2006–2015 as samples and also discusses …
1780 commercial banks in 50 countries during 2006–2015 as samples and also discusses …
Financial sector transparency and net interest margins: should the private or public sector lead financial sector transparency?
This study examines the effect of private and public sector led financial sector transparency
on bank interest margins across eighty-six economies. Using a two-step dynamic system …
on bank interest margins across eighty-six economies. Using a two-step dynamic system …
Does transparency of central banks communication affect credit market? Empirical evidence for advanced and emerging markets
BP Tiberto, CO de Moraes, PP Correa - The North American Journal of …, 2020 - Elsevier
This study examines the effect of the transparency of central banks communication on credit
market. In particular, this study investigates how central banks' effort to provide more …
market. In particular, this study investigates how central banks' effort to provide more …
The role of corruption, transparency, and regulations on Asian banks' performance: an empirical analysis
This study examines the effect of corruption, regulations, and transparency on banking
sector performance using a sample of 309 banks from 15 Asian countries over the period …
sector performance using a sample of 309 banks from 15 Asian countries over the period …
Identifying systemically important financial institutions in Turkey
This paper examines the systemic risk of financial firms in Turkey. Using Component
Expected Shortfall, we provide estimates of systemic risk in Turkey using daily data from …
Expected Shortfall, we provide estimates of systemic risk in Turkey using daily data from …
Does Central bank transparency deter the exchange rate volatility? New evidence from Asian emerging markets
Exchange rate volatility has emerged as a significant challenge for Asian emerging markets
since the adoption of the liberalization process. This study examines the influence of central …
since the adoption of the liberalization process. This study examines the influence of central …
National culture and central bank transparency: Cross-country evidence
P Makrychoriti, F Pasiouras - Journal of International Financial Markets …, 2021 - Elsevier
Central banking has been traditionally characterized by mystique and an organizational
culture of secrecy. While in recent years there has been a shift towards greater transparency …
culture of secrecy. While in recent years there has been a shift towards greater transparency …
Systemic illiquidity noise-based measure—A solution for systemic liquidity monitoring in frontier and emerging markets
The paper presents an alternative approach to measuring systemic illiquidity applicable to
countries with frontier and emerging financial markets, where other existing methods are not …
countries with frontier and emerging financial markets, where other existing methods are not …