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Long-Run Linkages between US Stock Prices and Cryptocurrencies : A Fractional Cointegration Analysis
Caporale, Guglielmo Maria; de Dios Mazariegos, José Javier - 2022
This paper applies fractional integration and cointegration methods to examine respectively the univariate properties of the four main cryptocurrencies in terms of market capitalization (BTC, ETH, USDT, BNB) and of four US stock market indices (S&P500, NASDAQ, Dow Jones and MSCI for emerging...
Persistent link: https://www.econbiz.de/10014239604
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Efficiency and risk in european banking
Fiordelisi, Franco; Marqués Ibáñez, David; Molyneux, … - 2010
We analyze the impact of efficiency on bank risk. We also consider whether bank capital has an effect on this … supporting the bad management and efficiency version of the moral hazard hypotheses. In contrast, bank efficiency improvements … contribute to shore up bank capital levels. Our findings suggest that banks lagging behind in their efficiency levels might …
Persistent link: https://www.econbiz.de/10003973573
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Financial development and economic growth : evidence from ten new EU members
Caporale, Guglielmo Maria; Rault, Christophe; Sova, Robert - 2009
This paper reviews the main features of the banking and financial sector in ten new EU members, and then examines the relationship between financial development and economic growth in these countries by estimating a dynamic panel model over the period 1994-2007. The evidence suggests that the...
Persistent link: https://www.econbiz.de/10003889597
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Financial development and economic growth : evidence from ten new EU members
Caporale, Guglielmo Maria; Rault, Christophe; Sova, Robert - 2009
Persistent link: https://www.econbiz.de/10003898746
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Islamic banking, credit and economic growth : some empirical evidence
Caporale, Guglielmo Maria; Helmi, Mohamad Husam - 2016
This paper examines the effects of Islamic banking on the causal linkages between credit and GDP by comparing two sets of seven emerging countries, the first without Islamic banks, and the second with a dual banking system including both Islamic and conventional banks. Unlike previous studies,...
Persistent link: https://www.econbiz.de/10011416380
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On the linkages between stock prices and exchange rates : evidence from the banking crisis of 2007-2010
Caporale, Guglielmo Maria; Hunter, John; Ali, Faek Menla - 2013
This study examines the nature of the linkages between stock market prices and exchange rates in six advanced economies, namely the US, the UK, Canada, Japan, the euro area, and Switzerland, using data on the banking crisis between 2007 and 2010. Bivariate GARCH-BEKK models are estimated...
Persistent link: https://www.econbiz.de/10009727058
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On the linkages between stock prices and exchange rates : evidence from the banking crisis of 2007 - 2010
Caporale, Guglielmo Maria; Hunter, John; Ali, Faek Menla - 2013
Persistent link: https://www.econbiz.de/10009731958
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On the linkages between stock prices and exchange rates : evidence from the banking crisis of 2007 - 2010
Caporale, Guglielmo Maria; Hunter, John; Ali, Faek Menla - 2013
This study examines the nature of the linkages between stock market prices and exchange rates in six advanced economies, namely the US, the UK, Canada, Japan, the euro area, and Switzerland, using data on the banking crisis between 2007 and 2010. Bivariate GARCH-BEKK models are estimated...
Persistent link: https://www.econbiz.de/10009735730
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Financial development and economic growth : evidence from ten new EU members
Caporale, Guglielmo Maria; Rault, Christophe; Sova, Robert - 2014
This paper reviews the main features of the banking and financial sector in ten new EU members, and then examines the relationship between financial development and economic growth in these countries by estimating a dynamic panel model over the period 1994-2007. The evidence suggests that the...
Persistent link: https://www.econbiz.de/10010398778
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Islamic banking, credit and economic growth : some empirical evidence
Caporale, Guglielmo Maria; Helmi, Mohamad Husam - 2016
Persistent link: https://www.econbiz.de/10011448272