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Cumhur Ekinci and Oguz Ersan
Assuming that investors can be foreign or local, do high-frequency trading (HFT) or not, and submit orders through a bank-owned or non-bank-owned broker, we associated trades to various investors. Then, building a panel vector autoregressive model, we an...
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Muhammed Hasan Yilmaz
Pág. 1 - 23
In this study, we investigate factors affecting net interest margin (NIM) of commercial banks in Turkey. Especially, our results highlight the relation between unconventional monetary policy shocks and bank margins. To this end, first, we conduct an iden...
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Chaiyuth Padungsaksawasdi, Sirimon Treepongkaruna and Robert Brooks
Using the panel vector autoregression (VAR) method, this paper documents relationships between investor attention and stock market activities; i.e., return, volatility, and trading volume, respectively. In sum, bidirectional dynamic interdependence of th...
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Ebru ÇAGLAYAN AKAY, Zamira OSKONBAEVA
Pág. 101 - 118
This study aims to determine which energy-growth hypothesis is valid in Next-11 countries. We adopt a panel estimation techniques for the period of 1984-2010 to examine the possibility of growth, conservative, feedback, or neutrality hypotheses for Next-...
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Georgeta Vintila,Stefan Cristian Gherghina
Pág. 885 - 900
This paper examines the influence and causal relationship between board of directors independence, CEO duality, and firm value. By estimating multivariate regression models for panel data, unbalanced, for a sample of companies listed on the Bucharest Sto...
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Joong Shik Kang,Alessandro Prati,Alessandro Rebucci
Pág. 26
The available evidence on the effects of aid on growth is notoriously mixed. We use a novel empirical methodology, a heterogeneous panel vector-autoregression model identified through factor analysis, to study the dynamic response of exports, imports, an...
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Eva Horvatova
Mortgage banking began to develop in Slovakia after 1998 as an ambitious project, the goal of which was to elevate the lagging development of the real estate market, the development of the financial market and the creation of banks? long-term resources. ...
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