|
|
|
|
|
Ferda Keskin Önen, Hasan Eken, Suleyman Kale
Pág. 1 - 18
The precondition of the increase in the efficiency of the banks depends on their ability to compete. Through the banking sector with high competitive power, economic dynamism is promoted, and economic stability is ensured. The alteration in macroeconomic...
ver más
|
|
|
|
|
|
|
|
|
|
|
Douglas Gomes dos Santos,Flávio Augusto Ziegelmann
Pág. 49 - 70
In this paper, we compare semiparametric additive models with GARCH models in terms of their capability to estimate and forecast volatility during crisis periods. Our Monte Carlo studies indicate a better performance for GARCH models when their functiona...
ver más
|
|
|
|
|
|
|
|
|
|
|
Laura Olteanu,Izabella Krajnik
The knowledge of costumer behavior can be interpreted as a provocation in the current economical conditions, however in conditions of crisis it becomes of vital importance. Consumer behavior is influenced by a series of factors. In the present conditions...
ver más
|
|
|
|
|
|
|
|
|
|
|
Nursel Selver Ruzgar and Clare Chua-Chow
Countries are drastically impacted by financial and fiscal crises. Financial crises have the worst impact on not only society, but also the economy. The Canadian economy underwent financial crises and recessions several times during the last century. In ...
ver más
|
|
|
|
|
|
|
|
|
|
|
Piotr Ratajczak, Dawid Szutowski and Jaroslaw Nowicki
The aim of this study is to verify the stability of the profitability?liquidity relationship over time, as well as to determine this relationship in terms of its level and structure. In this context, three main research questions were formulated. First, ...
ver más
|
|
|
|
|
|
|
|
|
|
|
Kaan Celebi and Michaela Hönig
Today we live in a post-truth and highly digitalized era characterized by a flow of (mis-) information around the world. Identifying the impact of this information on stock markets and forecasting stock returns and volatilities has become a much more dif...
ver más
|
|
|
|
|
|
|
|
|
|
|
Abdulkadir Abdulrashid Rafindadi,Zarinah Yusof
Pág. 212 - 229
Several pioneering studies have established that the effect of exchange rate exposure to corporate entities in periods of the financial crisis is no longer linear. To this end, this study explores the position of this argument in a developing count...
ver más
|
|
|
|
|
|
|
|
|
|
|
Kien Dinh Cao,Thuy Thu Nguyen,Giang Thi Thu Dao
Pág. 1707 - 1715
This paper examines the determinants of methods of payment in M&A transactions in ASEAN countries. We take into account the effects of characteristics of bidders, targets and countries on the choice of method of payment. The findings document the importa...
ver más
|
|
|
|
|
|
|
|
|
|
|
Dirk Visser,Gary van Vuuren
AbstractA stress-testing model to evaluate liquidity and systemic risk in banks of developed and emerging economies has been assembled and tested. The Liquidity Stress Tester model (LST) was applied to Dutch and UK markets during crisis and non-crisis pe...
ver más
|
|
|
|
|
|
|
|
|
|
|
Epameinondas Katsikas, Nikiforos T. Laopodis and Konstantinos Spanos
This paper investigates the dynamic stability of public debt and its solvency condition in the face of crisis periods (1980?2021) in a sample of 11 euro-area countries. The focus is on the feedback loop between the dynamic stability of public debt and in...
ver más
|
|
|
|
|
|
|
|
|
|
|
Venera Timiryanova, Irina Lakman, Vadim Prudnikov and Dina Krasnoselskaya
The price of market products is the result of the interaction of supply and demand. However, within the same country, prices can vary significantly, especially during crisis periods. The purpose of this study is to identify patterns in the changing spati...
ver más
|
|
|
|
|
|
|
|
|
|
|
Jale MINIBAS-POUSSARD, Prof. Dr., Haluk Baran BINGÖL, Ph. D., Christine ROLAND-LEVY, Prof. Dr, Erkin DIYARBAKIRLIOGLU, Assoc. Prof. Dr., Tutku Seckin Celik, Ph. D., Res. Asst.
Pág. 53 - 77
The way and context-specific scope of how money and banks are mirrored in citizens? minds is an expanding area of research in relation to economic psychology. Through the analysis of data collected from salaried employees, self-employed professionals, an...
ver más
|
|
|
|
|
|
|
|
|
|
|
Magnolia Miriam Sosa Castro,Christian Bucio Pacheco,Alejandra Cabello Rosales
This paper aims to analyze the contagion effect among the stock markets of the BRIC+M block (Brazil, Russia, India, China plus Mexico). The contagion effect is proved through increases on dependence parameters during crisis periods. The dependence parame...
ver más
|
|
|
|
|
|
|
|
|
|
|
Mihaela Brindusa Tudose,Valentina Diana Rusu
Our study analyses the changes in the financial structure of the firms in the context of the vulnerabilities induced by the financial crisis. The study show that there have been registered a reconfiguration of firms? financial structure which has trigger...
ver más
|
|
|
|
|
|
|
|
|
|
|
Wessel M. Badenhorst
AbstractThis paper investigates the impact of long-run accounting conservatism on subsequent equity returns. The accounting conservatism proxy used is based on prior research and considered for different possible specifications. In contrast to prior rese...
ver más
|
|
|
|
|
|
|
|
|
|
|
Anmar Pretorius, Jesse de Beer
This paper compares the South African stock markets response to two periods of distinct instability, namely the East Asian and Russian crisis of 1997-98 and the global financial crisis of 2007-09. Considering share prices, the Johannesburg Securities Exc...
ver más
|
|
|
|
|
|
|
|
|
|
|
Zouheir Mighri,Faysal Mansouri
Pág. 637 - 661
This research examines the time-varying conditional correlations to the daily stock index returns. We use a dynamic conditional correlation (DCC) multivariate GARCH model in order to capture potential contagion effects between US and major developed and ...
ver más
|
|
|
|
|
|
|
|
|
|
|
Mosab I. Tabash, Neenu Chalissery, T. Mohamed Nishad and Mujeeb Saif Mohsen Al-Absy
Market turbulences and their impact on the financial market, particularly on the stock market, is a financial topic that has received significant research attention recently. This study compared the characteristics of stock return and volatility in selec...
ver más
|
|
|
|
|
|
|
|
|
|
|
Najib Bouzakhem, Panteha Farmanesh, Pouya Zargar, Muhieddine Ramadan, Hala Baydoun, Amira Daouk and Ali Mouazen
Because of the COVID-19 pandemic, the world has experienced major technological and procedural changes that will continue in the post-pandemic age. For this reason, firms are expected to learn from such an unprecedented experience and ensure that the man...
ver más
|
|
|
|
|
|
|
|
|
|
|
Mirza Sikalo, Almira Arnaut-Berilo and Azra Zaimovic
In this paper, we compared the models for selecting the optimal portfolio based on different risk measures to identify the periods in which some of the risk measures dominated over others. For decades, the best known return-risk model has been Markowitz?...
ver más
|
|
|
|
|
|