Results 141 to 150 of about 331,204 (283)
Foreign versus domestic factors as sources of macroeconomic fluctuations in Hong Kong [PDF]
This paper uses a semi-structural vector autoregression approach to estimate the relative importance of domestic and foreign shocks as sources of macroeconomic fluctuations in Hong Kong since the adoption of the currency board.
Hans Genberg
core
The Xenocentric Mindset: Cultural and Personality Drivers Behind Consumer Preferences
Journal of Consumer Behaviour, EarlyView.ABSTRACT This study examines the psychological and cultural dimensions that influence consumer xenocentrism in Brazil and Iran, focusing on horizontal–vertical individualism–collectivism and the “Big Five” personality traits—extraversion, agreeableness, conscientiousness, neuroticism, and intellect/imagination.
José I. Rojas‐Méndez +3 more
wiley +1 more source
International Journal of Experiential Learning & Case Studies, 2019 The research is carried out to find out the relationship of macroeconomic factors with the financial soundness indicators of CARAMELS framework for non-life insurance industry, by using a panel data set of 22 non-life insurance companies of Pakistan ...
Saghir Pervaiz Ghauri +3 more
doaj +2 more sources
Decomposing the Returns on European Debt [PDF]
Common variation in the prices of European corporate debt may not always be associated with a rational response to an increase in the relative importance of a macroeconomic risk factor.
Antje Berndt, Iulian Obreja
core
Canadian Journal of Statistics, EarlyView.Abstract We establish the consistency and the asymptotic distribution of the least squares estimators of the coefficients of a subset vector autoregressive process with exogenous variables (VARX). Using a martingale central limit theorem, we derive the asymptotic normal distribution of the estimators. Diagnostic checking is discussed using kernel‐based
Pierre Duchesne +2 more
wiley +1 more source
The Effect of Macroeconomic and Bank-Specific Variables to Risk-Taking of Islamic Bank in Indonesia
International Journal of Islamic Economics and Finance, 2019 This study aims to delineate the relationship between macroeconomic factors and bank-specific variables to risk-taking of Islamic bank. Adopting panel co-integration approach, this study posits macroeconomic and bank-specific factors as exogenous ...
Faaza Fakhrunnas
doaj
The Macroeconomy and the Yield Curve: A Nonstructural Analysis [PDF]
We estimate a model with latent factors that summarize the yield curve (namely, level, slope, and curvature) as well as observable macroeconomic variables (real activity, inflation, and the stance of monetary policy).
Francis X. Diebold +2 more
core
A Markov approach to credit rating migration conditional on economic states
Canadian Journal of Statistics, EarlyView.Abstract We develop a model for credit rating migration that accounts for the impact of economic state fluctuations on default probabilities. The joint process for the economic state and the rating is modelled as a time‐homogeneous Markov chain. While the rating process itself possesses the Markov property only under restrictive conditions, methods ...
Michael Kalkbrener, Natalie Packham
wiley +1 more source
A Reduced Form Model of Default Spreads with Markov-Switching Macroeconomic Factors [PDF]
An important research area of the corporate yield spread literature seeks to measure the proportion of the spread that can be explained by factors such as the possibility of default, liquidity, tax differentials and market risk.
Geneviève Gauthier +4 more
core
Corporate Social Responsibility and Environmental Management, EarlyView.ABSTRACT Motivated by the growing attention and concerns surrounding climate change and the potential role of institutional investors' ownership concentration (OC) in reducing corporations' greenhouse gas (GHG) emissions, this article explores the relationship between various forms of institutional ownership and firms' GHG emission intensity. To do so,
Daniele Giordino +3 more
wiley +1 more source