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On the Network Topology of Variance Decompositions: Measuring the Connectedness of Financial Firms
Diebold, Francis X.; Yılmaz, Kamil - 2011
We propose several connectedness measures built from pieces of variance decompositions, and we argue that they provide natural and insightful measures of connectedness among financial asset returns and volatilities. We also show that variance decompositions define weighted, directed networks, so...
Persistent link: https://www.econbiz.de/10010500191
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Impact of macro-economic environment on diversification-performance relationship: A cross country study of India and Japan
Purkayastha, Saptarshi - 2013
relationships between product diversification, business group affiliation and firm performance in two major economies in Asia. India … Rumelt (1974) implicitly assumed that the diversification-performance relationship is consistent, regardless of the macro … macroeconomic environments. Further, studies linking diversification with firm performance have been carried out mainly in …
Persistent link: https://www.econbiz.de/10011807671
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The New Basel Accord: Implications of the Co-existence between the Standardized Approach and the Internal Ratings-based Approach
Rime, Bertrand - 2003
We examine the prudential implications of the co-existence between the standardized approach and the internal ratings-based (IRB) approach, as defined in the new Basle Accord. We consider a model in which sophisticated banks, eligible for the IRB approach, and unsophisticated banks, eligible for...
Persistent link: https://www.econbiz.de/10011430044
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Mobile Services in Banking Sector: The Role ofInnovative Business Solutions in GeneratingCompetitive Advantage
Tiwari, Rajnish; Buse, Stephan; Herstatt, Cornelius - Institut für Technologie- und Innovationsmanagement … - 2007
The wide-ranging economic developments of the previous decade, e.g. the integration ofworld economies, have made a significant impact towards increasing the mobility of theworking populace and their families. At the same time, technological developments especiallyin the field of...
Persistent link: https://www.econbiz.de/10005867052
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Customer on the Move: Strategic Implications of MobileBanking for Banks and Financial Enterprises
Tiwari, Rajnish; Buse, Stephan; Herstatt, Cornelius - Institut für Technologie- und Innovationsmanagement … - 2006
The increased need/wish for mobility amongst various sections of the society, particularlyamongst professionally active groups, is confronting credit institutions (banks) and otherenterprises offering financial services, with challenges to adjust their service portfolio in away to best suit the...
Persistent link: https://www.econbiz.de/10005867082
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Mobile Banking As Business Strategy:Impact Of Mobile Technologies On CustomerBehaviour And Its Implications For Banks
Tiwari, Rajnish; Buse, Stephan; Herstatt, Cornelius - Institut für Technologie- und Innovationsmanagement … - 2006
Mobile Commerce is gaining increasing acceptance amongst various sections of the society. Thisgrowth can be partly traced back to technological and demographical developments that have beeninfluencing important aspects of the socio-cultural behaviour in today’s world. The need/wish formobility...
Persistent link: https://www.econbiz.de/10005867084
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Positionierung des schweizerischen Bankwesens im internationalen Strukturwandel des Finanzsektors - Hypothesen, Visionen und Strategien für die Zukunft
Cocca, Teodoro D.; Csoport, Peter - Institut für Schweizerisches Bankwesen <Zürich> - 2002
Auch der Schweizer Finanzplatz wird sich im Zeichen des E-Commerce weiter verändern, um sich neuen Herausforderungen zu stellen. Wwer unter den alten und neuen Anbietern von Finanzdienstleistungen als Sieger aus diesem Transformationsprozess hervorgehen wird, ist schwierig zu prognostizieren...
Persistent link: https://www.econbiz.de/10005857005
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Systematic and liquidity risk in subprime-mortgage backed securities
Dungey, Mardi; Dwyer, Gerald P.; Flavin, Thomas - 2011
The misevaluation of risk in securitized financial products is central to understanding the financial crisis of 2007 - 8. This paper characterizes the evolution of factors affecting collateralized debt obligations based on subprime mortgages. A key feature of subprime-mortgage backed indices is...
Persistent link: https://www.econbiz.de/10010292259
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Explaining bank failures in the United States: The role of self-fulfilling prophecies, systemic risk, banking regulation, and contagion
Herger, Nils - 2008
Using count data on the number of bank failures in US states during the 1960 to 2006 period, this paper endeavors to establish how far sources of economic risk (recessions, high interest rates, inflation) or differences in solvency and branching regulation can explain some of the fragility in...
Persistent link: https://www.econbiz.de/10011430078
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Diversificación productiva, geográfica y por deudores y su efecto sobre la calidad de la cartera crediticia en Argentina
Anastasi, Alejandra; Bebczuk, Ricardo; Elosegui, Pedro; … - 2008
This paper analyzes the relationship between the quality of the commercial credit portfolio and diversification in the …-banking) is used, which allows to consider three potential dimensions of diversification: per productive sector, per province and … per client. In addition to characterizing the financial entities’ diversification decisions during the period under …
Persistent link: https://www.econbiz.de/10010325085