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Banks’ Financial Soundness during the COVID-19 Pandemic
Tran, Dung; Alam, Ahmed W.; Hassan, M. Kabir - 2022
accompanied by low interest rates led to a surge in banking risk, posing a solemn threat to banks’ stability. In this paper, we … banking risk and return volatility. Based on a quarterly panel of international banks over the period 2020:Q1 – 2021:Q1, we … tests reveal that government responses such as economic support, stringency, and containment play important roles in banking …
Persistent link: https://www.econbiz.de/10013306043
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Credit Default Swaps and Sovereign Debt Markets
Hassan, M. Kabir; Ngene, Geoffrey M.; Suk-Yu, Jung - Networks Financial Institute, Scott College of Business - 2011
This study investigates the link between price discovery dynamics in sovereign credit default swaps (CDS) and bond markets and degree of financial integration of emerging markets. Using CDS and sovereign bond spreads, the price discovery mechanism was tested using a vector error correction...
Persistent link: https://www.econbiz.de/10010761857
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Determinants of Credit Default Swaps in International Markets
Hassan, M. Kabir; Ngow, Thiti S.; Suk-Yu, Jung - Networks Financial Institute, Scott College of Business - 2011
This paper reexamines the determinants of credit default swaps (CDS) spreads in the U.S., Europe, and Asia-Pacific markets with a new data set using linear regressions. These determinants are categorized into two groups: firm level and macroeconomic variables. We also include two non-traditional...
Persistent link: https://www.econbiz.de/10010817336
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Credit Default Swaps and Sovereign Debt Markets
Hassan, M. Kabir - 2011
This study investigates the link between price discovery dynamics in sovereign credit default swaps (CDS) and bond markets and degree of financial integration of emerging markets. Using CDS and sovereign bond spreads, the price discovery mechanism was tested using a vector error correction...
Persistent link: https://www.econbiz.de/10013128851
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Determinants of Credit Default Swaps in International Markets
Hassan, M. Kabir - 2011
This paper reexamines the determinants of credit default swaps (CDS) spreads in the U.S., Europe, and Asia-Pacific markets with a new data set using linear regressions. These determinants are categorized into two groups: firm level and macroeconomic variables. We also include two non-traditional...
Persistent link: https://www.econbiz.de/10013129154
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The Determinants of Derivatives Activities in U.S. Commercial Banks
Hassan, M. Kabir; Khasawneh, Ahmad - Networks Financial Institute, Scott College of Business - 2009
This paper aims to test the extent to which the tax regulatory and market discipline hypotheses determine derivative activities of U.S. commercial banks for the period starting 1992 through 2008. We employ Mansfield’s (1961) logistic diffusion model and we consider derivative activities as...
Persistent link: https://www.econbiz.de/10010761839
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Profit distribution management by Islamic banks: An empirical investigation
Farook, Sayd; Hassan, M. Kabir; Clinch, Gregory - In: The Quarterly Review of Economics and Finance 52 (2012) 3, pp. 333-347
banking, market concentration, depositor funding reliance and the age of the Islamic bank. …
Persistent link: https://www.econbiz.de/10010602935
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The Risks of Off-Balance Sheet Derivatives in U.S. Commercial Banks
Hassan, M. Kabir; Khasawneh, Ahmad - Networks Financial Institute, Scott College of Business - 2009
hypothesis for derivative contracts in U.S. banking industry. In addition to the Capital Asset Pricing Model (CAPM) measure of …
Persistent link: https://www.econbiz.de/10010895785
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Monetary Shocks, Policy Tools and Financial Firm Stock Returns : Evidence from the 2008 U.S. Quantitative Easing
Ashraf, Ali - 2017
We extend the work of Bernanke and Kuttner (2005) by examining the impact of monetary shocks and policy tools on aggregate stock and bond returns as well as the stock returns of financial institutions during the recent period of Quantitative Easing (QE) in the U.S. Specially, we test for the...
Persistent link: https://www.econbiz.de/10012959685
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Religiosity, Neglected Risk and Asset Returns : Theory and Evidence from Islamic Finance Industry
Azmat, Saad - 2019
2015) that limited the supply of sovereign Sukuk to serve only the Islamic banking industry.nter Abstract Body] …
Persistent link: https://www.econbiz.de/10012866104