Results 81 to 90 of about 115,140 (331)
Bayesian dynamic financial networks with time-varying predictors [PDF]
Statistics & Probability Letters (2014). 93, 19-26, 2014 We propose a Bayesian nonparametric model including time-varying predictors in dynamic network inference. The model is applied to infer the dependence structure among financial markets during the global financial crisis, estimating effects of verbal and material cooperation efforts. We interestingly learn contagion effects, with increasing influence of
arxiv +1 more source
Financial contagion: problems of proximity and connectivity in financial markets [PDF]
Journal of Cultural Economy, 2021 Financial contagion is often defined as the propagation of shocks among actors in markets, while excessive correlation and interconnectivity of markets, actors or investment strategies are seen as reasons for its spread. In this article, I examine uses of the concept of contagion across academic, practical and popular discourses on financial markets ...
openaire +3 more sources
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
Accounting &Finance, Volume 62, Issue 4, Page 4359-4380, December 2022., 2022 Abstract This paper examines the long‐run relationship between residential property prices and economic policy uncertainty (EPU) in seven Australian capital cities. Using the panel nonlinear autoregressive distributed lag model, we analyse the asymmetric effect of EPU on Australian house and apartment (unit) prices over the period 2001–2021. The EPU is
IKM Mokhtarul Wadud +3 more
wiley +1 more source
Sovereign Credit Ratings: A Friend or Foe to Financial Development of African Countries?
International Journal of Finance &Economics, EarlyView.ABSTRACT This study examined the impact of sovereign credit rating on financial development. Using a sample of 21 African countries from 1995 to 2019, the empirical result indicates a significant and positive link between sovereign credit rating and financial development that is, higher credit ratings are associated with lower borrowing costs ...
Sodiq Arogundade +2 more
wiley +1 more source
Anatomia, Histologia, Embryologia, Volume 52, Issue 1, Page 93-100, January 2023., 2023 Abstract Research is often an essential component of completing a veterinary medicine degree, with universities worldwide aiming to teach students a variety of techniques and general research comprehension and skills. As universities worldwide navigated the COVID‐19 pandemic, it was often necessary to move towards distance learning, this was employed ...
Jennie N. Jeyapalan +5 more
wiley +1 more source
International Journal of Finance &Economics, EarlyView.ABSTRACT Banks within the MENA regions serve as pivotal agents in fostering economic growth through extensive lending to businesses, individuals and corporations, thereby amplifying employment within the banking sector. A pressing concern affecting these banks is the proliferation of NPLs, which not only diminishes net earnings but also escalates ...
Shadi Ratib Mohammad Aledeimat +1 more
wiley +1 more source
Contagion in Financial Networks: A Threat Index [PDF]
SSRN Electronic Journal, 2015 This paper proposes to measure the spillover effects that cross liabilities generate on the magnitude of default in a system of financially linked institutions. Based on a simple model and an explicit criterion—the aggregate debt repayments—the measure is defined for each institution, affected by its characteristics and links to others. These measures—
openaire +11 more sources
Fiscal Rules, Independent Fiscal Institutions and Sovereign Risk: Evidence From the European Union
International Journal of Finance &Economics, EarlyView.ABSTRACT This paper examines the effects of fiscal rules (FRs) and independent fiscal institutions (IFIs) on sovereign risk. To address potential endogeneity issues, we employ the System Generalised Method of Moments (GMM) estimator in an analysis comprising 24 European Union member states throughout the 2007–2019 period.
Bogdan Căpraru +2 more
wiley +1 more source
Quantification of systemic risk from overlapping portfolios in the financial system [PDF]
arXiv, 2018 Financial markets are exposed to systemic risk, the risk that a substantial fraction of the system ceases to function and collapses. Systemic risk can propagate through different mechanisms and channels of contagion. One important form of financial contagion arises from indirect interconnections between financial institutions mediated by financial ...
arxiv