Results 121 to 130 of about 253,648 (336)
Bank Lending and Policy Interactions—A Comprehensive Assessment for the G20 Countries
International Journal of Finance &Economics, EarlyView.ABSTRACT This study examines the joint impact from supervisory requirements, monetary policies and rescue packages on the supply of bank loans. Evidence is obtained from conceptual considerations and the empirical investigation of G20 banks over the period 1995–2021.
Dieter Gramlich, Meilan Yan, Dalu Zhang
wiley +1 more source
arXiv, 2019 Omega ratio, defined as the probability-weighted ratio of gains over losses at a given level of expected return, has been advocated as a better performance indicator compared to Sharpe and Sortino ratio as it depends on the full return distribution and hence encapsulates all information about risk and return.
arxiv
Fiscal deficits and government debt in India: Implications for growth and stabilisation. [PDF]
This paper examines the long term profile of fiscal deficit and debt relative to GDP in India, with a view to analysing debt-deficit sustainability issues along with the considerations relevant for determining suitable medium and short-term fiscal policy
Rangarajan, C., Srivastava, D.K.
core
International Journal of Finance &Economics, EarlyView.ABSTRACT We develop a theoretical framework that extends the Bernanke and Blinder model to incorporate imperfect substitution between internal and external finance of firms to study the operation of both the bank lending and the balance sheet channels of monetary transmission in the US.
Sophocles N. Brissimis +1 more
wiley +1 more source
Critical behavior of Binder ratios and ratios of higher order cumulants of conserved charges in QCD deconfinement phase transition [PDF]
arXiv, 2010 Binder liked ratios of baryon number are firstly suggested in relativistic heavy ion collisions. Using 3D-Ising model, the critical behavior of Binder ratios and ratios of high order cumulants of order parameter are fully presented. Binder ratio is shown to be a step function of temperature.
arxiv
Balancing on the edge, the golden ratio, the Fibonacci sequence and their generalization [PDF]
arXiv, 2020 The golden ratio and Fibonacci numbers are found to occur in various aspects of nature. We discuss the occurrence of this ratio in an interesting physical problem concerning center of masses in two dimensions. The result is shown to be independent of the particular shape of the object. The approach taken extends naturally to higher dimensions.
arxiv
Public Debt and Economic Growth: a Granger Causality Panel Data Approach [PDF]
This paper analyses the Granger-causality relationship between the growth of the real GDP per capita and the public debt, here represented by the ratio of the current primary surplus/GDP and the ratio of the gross Government debt/GDP.
António Afonso, Sebastian Hauptmeier
core
Political Environment, Banking Liquidity, and Banking Crises: A Mediation Analysis From Panel Data
International Journal of Finance &Economics, EarlyView.ABSTRACT The objective of this paper is twofold. (i) First, we examine whether the political environment affect bank liquidity. (ii) Then, we investigate whether the political environment's impact on banking crises is mediated through bank liquidity.
Joseph Attila
wiley +1 more source
The dynamics of French public debt: Paths for fiscal consolidations [PDF]
We analyze possible targets for the French debt-to-GDP ratio with a small model. The role of the US and German GDP growth, prices of raw materials, ECB monetary policy, and domestic policy is analyzed in the debt dynamics.
Esposito, Piero +2 more
core +1 more source
ESG Ratings and Investment Returns at the Country Level: Does Higher Mean Better?
International Journal of Finance &Economics, EarlyView.ABSTRACT We examine whether U.S. dollar‐based investors can do better investing in highly rated ESG countries than in medium and lower rated ESG countries using both cross sectional and panel data estimations. In general, we find evidence that investment in ESGLow scoring countries leads to better returns than investing in ESGHigh scoring countries ...
Dimitrios Asteriou +3 more
wiley +1 more source