With large shares in global trade and carbon emissions, China's international trade is supposed to be significantly affected by the proposed carbon-based border tax adjustments (BTAs). This paper examines the impacts of BTAs imposed by the USA and EU on China's international trade, based on a...

This study investigated the impact of banking management on credit risk using a sample of Indian commercial banks. The study employed dynamic panel estimations to evaluate the link between banking management variables and credit risk. The empirical results show that an increase in loan portion...

This paper aims to evaluate the macroeconomic and bank-specific determinants of non-performing loans (NPL) in the Nepalese banking system using both static and dynamic panel estimation approaches. The study considers 30 Nepalese commercial banks over the period 2003-2015 and uses 7 bank-specific...

Purpose The purpose of this paper is to empirically assess the significant indicators of macroeconomic environment that influence credit risk in high-income countries. Design/methodology/approach The study employs the system generalized method of moments estimator to avoid the dynamic panel bias...

By decomposing asset returns into potential maximum gain (PMG) and potential maximum loss (PML) with price extremes, this study empirically investigated the relationships between PMG and PML. We found significant asymmetry between PMG and PML. PML significantly contributed to forecasting PMG but...

Carbon-based border tax adjustments (BTAs) have recently been proposed by some OECD countries to level the carbon playing field and target major emerging economies. This paper applies a multi-sector dynamic computable general equilibrium (CGE) model to estimate the impacts of the BTAs...