Showing 1 - 4 of 4
This study analyzes the efficiency of the banking industry in Ghana over the period of 2001–2010 using the data envelopment analysis. The study investigates the impact of size, capitalization, loan loss provision, inflation rate and GDP growth rate on Ghana’s bank efficiency using...
Persistent link: https://www.econbiz.de/10011143935
This paper utilizes VAR techniques to examine the relationship between a policy related variable and selected macro-variables in China. Johansen’s cointegration tests fail to find a moving equilibrium among the related variables. Based on a VAR model in first differences, we find that an...
Persistent link: https://www.econbiz.de/10011206024
lected macro-variables in China. Johansen’s cointegration tests fail to find a moving equilibrium among the related variables. Based on a VAR model in first differences, we find that an unexpected temporary one-off shock to the change in the seven-day money market interbank borrowing rate...
Persistent link: https://www.econbiz.de/10011206082
This paper examines the impact of net buying pressure and the event of 9/11 on the implied volatility of the U.K. FTSE 100 (Financial Times and the London Stock Exchange) index options. Our findings indicate that when effects such as financial leverage, information flow and mean reversion are...
Persistent link: https://www.econbiz.de/10011206125