Similar Search Results

Metatheoretical issues of the evolution of the international political economy

Kwilinski, Aleksy; Dalevska, Nataliya; Dementyev, … - In: Journal of risk and financial management : JRFM 15 (2022) 3, pp. 1-14

processes in the world economic system, which are developing through information networks and financial technologies. The … renewal in the context of the world economic system development in the wave of “information society”. To obtain scientifically … conditions of integration processes advance within the world political and economic space are determined. It is concluded that …

Persistent link: https://www.econbiz.de/10013163846

Bank interest rate margin, portfolio composition and institutional constraints

Liu, Li Xian; Sathye, Milind - In: Journal of risk and financial management : JRFM 12 (2019) 3/121, pp. 1-21

This study empirically examines how the bank specific factors, macro-economic, and institutional variables impact interest margins in China's banking sector. A panel data analysis of bank data for the period 1988-2015 was carried out. We found a significant association between credit quality,...

Persistent link: https://www.econbiz.de/10012029650

The relationship between economic freedom and FDI versus economic growth : evidence from the GCC countries

Dkhili, Hichem; Dhiab, Lassad Ben - In: Journal of risk and financial management : JRFM 11 (2018) 4, pp. 1-17

This study aims to explain the role of economic freedom in attracting foreign investments and thus raising the level of economic growth. Through a study based on a sample composed of the Gulf Cooperation Council (GCC) countries. A standard model consisting of GCC countries (Saudi Arabia, United...

Persistent link: https://www.econbiz.de/10011960549

The impact of economic freedom on economic growth? : new European dynamic panel evidence

Brkić, Ivana; Gradojevic, Nikola; Ignjatijević, Svetlana - In: Journal of risk and financial management : JRFM 13 (2020) 2/36, pp. 1-13

This paper analyzes the impact of economic freedom along with traditional economic factors on economic growth for a panel of European countries. The growth of the gross domestic product was observed over a twenty-year time period on a sample of 43 developing and developed countries. Based on a...

Persistent link: https://www.econbiz.de/10012173941

The Impacts of the Russia–Ukraine invasion on global markets and commodities : a dynamic connectedness among G7 and BRIC markets

Alam, Md. Kausar; Tabash, Mosab I.; Syed Mabruk Billah; … - In: Journal of risk and financial management : JRFM 15 (2022) 8, pp. 1-20

markets across the world have experienced a strong dynamic regarding commodities prices. This effect can be considered the …

Persistent link: https://www.econbiz.de/10013380481

A mean-variance diagnosis of the financial crisis : international diversification and safe havens

Eptas, Alexander; Leger, Lawrence A. - In: Journal of risk and financial management : JRFM 3 (2010) 1, pp. 97-117

Colombia we speculate that this reveals the impact on world financial markets of the demand for cocaine. …

Persistent link: https://www.econbiz.de/10011556006

Volatility spillovers among developed and developing countries : the global foreign exchange markets

Mohammed, Walid Abass - In: Journal of risk and financial management : JRFM 14 (2021) 6, pp. 1-30

In this paper, we investigate the "static and dynamic" return and volatility spillovers’ transmission across developed and developing countries. Quoted against the US dollar, we study twenty-three global currencies over the time period 2005-2016. Focusing on the spillover index methodology,...

Persistent link: https://www.econbiz.de/10012605811

Predictability of the realised volatility of international stock markets amid uncertainty related to infectious diseases

Shiba, Sisa; Cuñado Eizaguirre, Juncal; Gupta, Rangan - In: Journal of risk and financial management : JRFM 15 (2022) 1, pp. 1-18

In the context of the great turmoil in the financial markets caused by the COVID-19 pandemic, the predictability of daily infectious diseases-related uncertainty (EMVID) for international stock markets volatilities is examined using heterogeneous autoregressive realised variance (HAR-RV) models....

Persistent link: https://www.econbiz.de/10012813501

Idiosyncratic viral loss theory : systemic operational losses in banks

Velez, Sophia Beckett - In: Journal of risk and financial management : JRFM 14 (2021) 2/82, pp. 1-13

Basel III regulation intent is to increase the resiliency of banks through effective risk management practices that can reduce significant idiosyncratic operational losses. A systemic risk event that leads to significant losses in a bank holding company (BHC) can expose them to become insolvent...

Persistent link: https://www.econbiz.de/10012484192

Financial crises, macroeconomic variables, and long-run risk : an econometric analysis of stock returns correlations (2000 to 2019)

Tronzano, Marco - In: Journal of risk and financial management : JRFM 14 (2021) 3/127, pp. 1-25

, notably in the case of the world equity risk premium. Finally, long-run risks are detected in all asset portfolios including …

Persistent link: https://www.econbiz.de/10012486245

1
2
3
4
5
6
7
8
9
10
Next
Last