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The paper examines the asymmetric behavior of the lending-deposit spread in South Africa over the period 1990M1 to 2010 … detect any asymmetries in the lending-deposit spread. We find the spread (SP, the difference between the lending and deposit … spread is characterized by asymmetric adjustment. The asymmetric errorcorrection model indicates that the deposit rate …
Persistent link: https://www.econbiz.de/10010991459
/B) ratio. Profitability is defined as economic profitability; that is, the spread between return on equity and the risk … we analyse the relationships separately for the positive-spread firms and negative-spread firms. Our results also …
Persistent link: https://www.econbiz.de/10010850715
Broom spread. This paper explores the environmental and management factors that influence the density and rate of spread of … Multinomial Logit models were used to analyse different forms of the dependent variables measuring the density and the spread of … reduce the spread of broom. In fact when this management is undertaken the probability of spread is reduced by 18.9% and on …
Persistent link: https://www.econbiz.de/10010917827
value, the farm value, and the spread of a fixed sample of food products included in the market basket. The first model … obtained from the second model. The third model gives estimates of the systematic variations between the spread and food values …
Persistent link: https://www.econbiz.de/10010922974
This paper investigates the impact of non-interest income businesses on bank lending. Using quarterly data on 8,287 U.S. commercial banks over 2003-2010, we find that the non-interest income activities of banks with total assets above $100 million ('non-micro' banks) influence credit risk. In...
Persistent link: https://www.econbiz.de/10010930225
[ES] Una de las principales preocupaciones en el área de la microestructura del mercado ha sido la estimación de los componentes no observables de la horquilla de precios a partir de las series de datos que proporcionan los mercados financieros, despertando quizá un mayor interés el de...
Persistent link: https://www.econbiz.de/10011277665
-bank uncollateralized call market and the call rates are prone to liquidity shocks in the system. The spread between Call and Repo rates is … likely to widen when there is liquidity stress in the market. The study tried to find the determinant of the spread. It found … that LAF window activity as well as total money market activity has an impact on the spread. In order to understand if the …
Persistent link: https://www.econbiz.de/10011260388
that the spread, depth, market liquidity, and binding-constraint probability all decrease following the tick-size reduction … declines in spread, depth, and market liquidity following tick-size reduction. Trading activity plays an important role in … explaining changes in spread, depth, market liquidity, and binding constraints. Thus, tick-size reduction in the Taiwanese Stock …
Persistent link: https://www.econbiz.de/10005080735
modern practical methods for managing the currency risk: option strategies (spread, strangle, straddle, etc). Also we will …
Persistent link: https://www.econbiz.de/10005087831
declining over the period but average interest spread shows fluctuations. The main conclusions that can be drawn from these …, while keeping a check on interest spread, so that the benefits from reduction in cost due to mergers are passed on to …
Persistent link: https://www.econbiz.de/10009363799