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, Financial Statement, and quantitative methodology techniques. This study focuses on 4 banks, 2 Islamic banks (Dubai Islamic Bank … PJSC, Abu Dhabi Islamic Bank - Public Joint Stock Co.), and 2 conventional banks (Union National Bank, Mashreqbank PSC …
Persistent link: https://www.econbiz.de/10013060024
. Using U.S. bank- and branch-level data, I document two new facts: first, the long-run decline in bond rates has not been … affects the composition of bank interest income between loan and deposit spreads. In the long run, a decline in the …
Persistent link: https://www.econbiz.de/10012844034
Share prices of financial companies from the S&P 500 list have been modeled by a linear function of consumer price indices in the USA. The Johansen and Engle-Granger tests for cointegration both demonstrated the presence of an equilibrium long-term relation between observed and predicted time...
Persistent link: https://www.econbiz.de/10013146882
This paper proposes a method for estimating the joint distribution of two or more variables when only their marginal distributions and the distribution of their aggregates are observed. Nonparametric identification is achieved by modelling dependence using a latent commonfactor structure....
Persistent link: https://www.econbiz.de/10011872492
environment. We also consider whether a central bank digital currency (CBDC) would address unmet payment needs in a cashless …
Persistent link: https://www.econbiz.de/10014332028
This paper presents an analysis of the dynamic measures of volatility connectedness of major bank stocks in the US and …
Persistent link: https://www.econbiz.de/10010239322
problem of the bank. Secondly, it is optimal for the bank to require loans be settled with short-term inside money, i.e., bank …
Persistent link: https://www.econbiz.de/10011940760
We present a theory in which the key driver of short-term debt issued by the financial sector is the portfolio demand for safe and liquid assets by the nonfinancial sector. This demand drives a premium on safe and liquid assets that the financial sector exploits by owning risky and illiquid...
Persistent link: https://www.econbiz.de/10011412482
This paper analyzes banking crises using a quantitative model with equilibrium default for both firms and banks. The main results are: 1) small open economies have larger banking crises than closed or large economies. Constant international rates do not mitigate interbank spreads and amplify...
Persistent link: https://www.econbiz.de/10012959300
in the bank's profitability of Indonesian banking. This research was conducted with a purposive sampling method, where … the sample used is a bank listed on the Indonesia Stock Exchange and publicizing the full financial statements from 2006 … profitability of the bank, which was conducted by Ho and Saunders (1981), known by the dealership theory. The theory states that as …
Persistent link: https://www.econbiz.de/10012937789