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The effect of target federal funds rate changes on the foreign exchange markets : an event study approach

Wang, Alan T.; Hung, Shu-hsun; Jiang, I-ming - In: Journal of applied finance & banking 3 (2013) 3, pp. 117-132

This paper examines the effect of target Federal funds rate changes on major five foreign exchange markets: Canada …, Australia, Euro, Japan and the UK during the period from 2000 to 2007. Two different approaches of Rai, Seth and Mohanty (2007 …

Persistent link: https://www.econbiz.de/10010148088

The impact of the 2004 reform of the operational framework of the ECB : structural GARCH evidence

Zagaglia, Paolo; Marzo, Massimilano - In: Journal of finance and investment analysis 2 (2013) 1, pp. 85-100

We investigate the money-market impact of the reform of the operational framework of the European Central Bank that took place in March 2004. We estimate a structural bivariate GARCH model with the overnight rate and 1-year swap rate, where identifying restrictions are imposed on the conditional...

Persistent link: https://www.econbiz.de/10010148282

Measuring the performance of the banking system case of Vietnam (1990-2010)

Ngo, Dang-Thanh - In: Journal of applied finance & banking 2 (2012) 2, pp. 289-312

Banking is the core of the financial system which has important role in attracting deposits to provide credits to borrowers, services to customers and booting the economic development. This paper applied a modified DEA window analysis to analyze the performance changes through time of the...

Persistent link: https://www.econbiz.de/10010009114

Total factor productivity of Thai banks in 2007-2010 : an application of DEA and Malmquist index

Ngo, Dang-thanh; Linh Thi Phuong Nguyen - In: Journal of applied finance & banking 2 (2012) 5, pp. 27-42

This research employs the Data Envelopment Analysis (DEA) and Malmquist index approaches to evaluate the efficiency and Total Factor Productivity (TFP) changes of Thai banking system in the period of 2007-2010 using panel data of 27 major banks in Thailand. This paper shows that the global...

Persistent link: https://www.econbiz.de/10010058698

Pre-conditions for inflation targeting in an emerging economy : the case of India

Mishra, Ankita - In: Global economy journal : GEJ 13 (2013) 1, pp. 89-108

Persistent link: https://www.econbiz.de/10010147768

Development of an explicit rule of monetary policy for the economy of Ukraine

Kozmenko, Serhiy; Savchenko, Taras - In: Investment management and financial innovations 10 (2013) 1, pp. 8-19

Persistent link: https://www.econbiz.de/10010147445

The New Keynesian Phillips Curve in an inflation targeting country : the case of Turkey

Gozgor, Giray - In: International journal of economic sciences and applied … 6 (2013) 1, pp. 7-18

The possible short-run trade-off between the inflation (gap) and the output (gap) remains a critical policy issue for any emerging economy; particularly when an implicit or an explicit inflation targeting monetary policy is considered. The New Keynesian Phillips Curve (NKPC) has recently set up...

Persistent link: https://www.econbiz.de/10010160677