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The impact of Basel I capital requirements on bank behaviour and the efficacy of monetary policy

Jablecki, Juliusz - In: International journal of economic sciences and applied … 2 (2009) 1, pp. 16-35

The paper attempts to investigate the influence of the 1988 Basel Accord on bank behavior and monetary policy. It is argued that the Accord was successful in that it forced commercial banks in all of G-10 countries to maintain higher capital ratios. Tentative research suggests, however, that -...

Persistent link: https://www.econbiz.de/10009958037

Sources of inflation in developing countries : evidence from some West African countries

Oladipo, Olajide S.; Ntoko, Alfred; Forrester, Wayne - In: Advances in management & applied economics 3 (2013) 2, pp. 83-102

import prices and exchange rate movements) or predominantly a function of domestic factors. Our results indicated that money …. Also, short run dynamics based on an error correction model indicated that money supply, exchange rate and income, and in … some countries foreign prices have notable effects on inflation. -- inflation ; exchange rate ; money supply ; expected …

Persistent link: https://www.econbiz.de/10010097696

Impact of external debt on economic growth : a case study of Tanzania

Kasidi, Faraji; Said, A. Makame - In: Advances in management & applied economics 3 (2013) 4, pp. 59-82

This study investigated the impact of external debt on economic growth of Tanzania for the period of 1990-2010. The study used time series data on external debt and economic performance. It is assumed that external debt helps developing countries to meet developing needs. While debt servicing...

Persistent link: https://www.econbiz.de/10010148059

The applicability of the Edmister model for the assessment of credit risk in Crotian SMEs

Sprcic, Danijela Milos; Klepac, Marija; Suman, Paola - In: UTMS journal of economics / University of Tourism and … 4 (2013) 2, pp. 163-174

In this paper the applicability of the Edmister model for the assessment of credit risk in small and medium sized …

Persistent link: https://www.econbiz.de/10010185792

The dynamics of money supply, exchange rate and inflation in Nigeria

Akinbobola, T. O. - In: Journal of applied finance & banking 2 (2012) 4, pp. 117-141

This paper aims at providing quantitative analysis of the dynamics of money supply, exchange rate and inflation in … Vector Error Correction Mechanism (VECM). The empirical results confirms that in the long run, money supply and exchange rate … effects on inflationary pressure. The possible justification for the inverse effect of money supply on price level is that …

Persistent link: https://www.econbiz.de/10010058675

Problema de calibración de mercado y estructura implícita del modelo de bonos de Black-Cox

Sukhomlin, Nikolay; Santana Jiménez, Lisette Josefina - In: Revista de métodos cuantitativos para la economía y … 10 (2010), pp. 73-98

The main result of this paper consists in the resolution of the inverse problem for the Black-Cox (1976) model, using the method proposed by Sukhomlin (2007). Based on the backward approach, we obtain an exact expression of the implied volatility expressed as a function of quantifiable market...

Persistent link: https://www.econbiz.de/10009957380

The role of savings in the economic development of the Republic of Azerbaijan

Bairamli, Nagi; Kostoglou, Vassilis - In: International journal of economic sciences and applied … 3 (2010) 2, pp. 99-110

This article aims to analyze the possibilities of the accumulation and mobilization of savings and their role in the economic development of the Republic of Azerbaijan. Currently, the national economic growth is mostly based on the resource components; crude oil, natural gas and oil products....

Persistent link: https://www.econbiz.de/10009958056

The effect of stock market wealth on private consumption in Zimbabwe

Bindu, Samuel; Chigusiwa, Lloyd; Mazambani, D.; … - In: International journal of economic sciences and applied … 4 (2011) 2, pp. 125-142

The study seeks to examine stock market wealth effects on private non-durable consumption for Zimbabwean households using quarterly data from 1994(1) to 2008(2). The bounds testing approach to cointegration is employed to test the long run relationship between stock market wealth and...

Persistent link: https://www.econbiz.de/10009958072

¿Cómo valorar los planes de pensiones del sistema individual en España?

García Padrón, Yaiza; García Boza, Juan - In: Estudios de economía 33 (2006) 1, pp. 21-43

We analyse diverse multifactor pricing models in order to determine if they allow to explain the variability of the returns on the personal Pension Plans in Spain between 1995 and 2003, as well as to find their sources of risks. We test the following models: APT, the one suggested by Chen, Roll...

Persistent link: https://www.econbiz.de/10009959069

An interpretation of an affine term structure model for Chile

Ochoa, J. Marcelo - In: Estudios de economía 33 (2006) 2, pp. 155-184

This paper attempts to provide an economic interpretation of the factors that drive the movements of interest rates of bonds of different maturities in a continuous-time no-arbitrage term structure model for Chile. The dynamics of yields in the model are explained by two latent factors, namely...

Persistent link: https://www.econbiz.de/10009959071