Narrow search
Showing 1 - 10 of 84
Cover Image
The use of behavioral finance in the wealth management process
Opolski, Krzysztof; Potocki, Tomasz - In: E-Finanse : finansowy kwartalnik internetowy 7 (2011) 4, pp. 55-65
The economic theories taking into consideration human behavior and based on the achievements of psychology, sociology, anthropology have been evolving at a blistering pace over the last decade. Owing to that, the behavioral finance has become one of the fastest developing academic areas focused...
Persistent link: https://www.econbiz.de/10009959729
Cover Image
Financial liberalization and banking crisis : a spatial panel model
Triki, Mohamed Bilel; Maktouf, Samir - In: Journal of applied finance & banking 2 (2012) 3, pp. 81-122
This paper investigates the determinants of banking system fragility by underlining the impact of bank liberalization on banking stability during the process of financial liberalization in emerging and developed countries. To this effect, we adopted a panel model with spatial dependency from a...
Persistent link: https://www.econbiz.de/10010009130
Cover Image
Efficiency of NPA management in Indian SCBs : a bank-group wise exploratory study
Siraj, K. K.; Pillai, P. Sudarsanan - In: Journal of applied finance & banking 3 (2013) 2, pp. 123-137
Quality of asset and efficiency of bank is highly correlated. The efficiency of banking in post-liberalization period is judged not only based of its profitability but also on quality of assets it holds. Non Performing Asset (NPA) is the foremost threat for banking stability and growth. Against...
Persistent link: https://www.econbiz.de/10010148069
Cover Image
Banking stability, market structure and financial system in emerging countries
Wen, Shiow-ying; Yu, Jean - In: Journal of applied finance & banking 3 (2013) 3, pp. 1-13
The literature wisdom shows that both theoretical and empirical studies provide contradictory predictions about the relationship between market concentration or competiveness and financial stability in the banking system. In the past two decades, the structure of banking industry of many...
Persistent link: https://www.econbiz.de/10010148095
Cover Image
Measurement of liquidity-adjusted market risk by VaR and expected shortfall : evidence from Turkish banks
Aktas, Cihan; Cortuk, Orcan; Teker, Suat; Yildirim, … - In: Journal of applied finance & banking 2 (2012) 5, pp. 137-147
Due to its known weaknesses Value at Risk (VaR) has been modified to have a better market risk measurement model. 2007-2008 global financial crisis has increased the necessity to incorporate market liquidity into widely used models. This is to raise the required regulatory capital for trading...
Persistent link: https://www.econbiz.de/10010058692
Cover Image
Identificación de submercados de vivienda en España
Altuzarra Artola, Amaia; Esteban Galarza, Marisol - In: Revista de métodos cuantitativos para la economía y … 10 (2010), pp. 19-42
The objective of this work is to study whether the behaviour of the housing market is homogeneous in all provinces or, on the contrary, there is a specific housing behaviour particular to each province or group of provinces, leading to the existence of regional housing markets. The main data...
Persistent link: https://www.econbiz.de/10009957382
Cover Image
Dynamic speculative behaviors and mortgage bubbles in the real estate market of mainland China
Wang, Sheng - In: Journal of finance and investment analysis 1 (2012) 1, pp. 1-54
paper establishes some innovative dynamic models, proposes a concept of net mortgage loan to net speculative gain ratios to … investigate the speculative behaviors and mortgage bubbles, and finally concludes some interesting results: The necessary …, and, the net mortgage loan to net speculative gain ratios subsequently exist, which approximately depict the potential …
Persistent link: https://www.econbiz.de/10010079547
Cover Image
Is judicial inefficacy increasing the weight of the house property market in Spain? Evidence at the local level
Mora-Sanguinetti, Juan S. - In: SERIEs : Journal of the Spanish Economic Association 3 (2012) 3, pp. 339-365
The weight of the housing tenancy market in Spain is very low. It is frequently argued that an ineffective judicial system, implying a cumbersome procedure to evict a non-paying tenant or simply requiring a long period to execute a decision, may be an important determinant of the tenancy...
Persistent link: https://www.econbiz.de/10010030015
Cover Image
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
Cover Image
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