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Exchange rate dynamics and United States dollar-denominated sovereign bond prices in emerging markets
Hui, Cho H.; Lo, Chi-fai; Chau, Po-hon - 2017
The study conducts an empirical test on dollar-denominated sovereign credit spreads in emerging markets, including Brazil, Colombia, Mexico, the Philippines, the Russian Federation, and Turkey to examine their relationship with each country's exchange rate and the United States (US) Treasury...
Persistent link: https://www.econbiz.de/10011756971
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The relevance of financial and economic factors for determining banking risk across Europe
Karkowska, Renata - 2017
macroeconomic environment, affect the risk profiles of the banking sector in Europe. Through a dataset that covers 3,399 European … Central and Eastern Europe and the Commonwealth of Independent States that have not been studied before. The extended model …
Persistent link: https://www.econbiz.de/10011760927
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CoCo Bonds Assessment
Milanov, Krasimir - 2019
The aim of the present research is to provide a new CoCo bond pricing method to assist analyses of both equity …
Persistent link: https://www.econbiz.de/10012903955
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Factors affecting bank loan quality : a panel analysis of emerging markets
Jakubik, Petr; Kadioglu, Eyup - 2021
This study investigates the factors affecting the loan quality of banking sector in seventeen emerging and developing markets using quarterly panel dataset covering period of 2010–2019 and utilising feasible generalised least square methodology. Our empirical analysis suggests that inflation...
Persistent link: https://www.econbiz.de/10013312364
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Does Competition Affect Bank Risk?
Jiang, Liangliang - 2020
Although policymakers often discuss tradeoffs between bank competition and stability, past research provides differing theoretical perspectives and empirical results on the impact of competition on risk. In this paper, we employ a new approach for identifying exogenous changes in the competitive...
Persistent link: https://www.econbiz.de/10012854777
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Exchange rates, bond yields and the stock market : nonlinear evidence of Indonesia during the COVID-19 period
Prananta, Billy; Alexiou, Constantinos - In: Asian journal of economics and banking : AJEB 8 (2024) 1, pp. 83-99
Purpose - The authors explore the relationship between the exchange rate, bond yield and the stock market as well as … the exchange rate, the 10-year bond yield and stock market, for the COVID-19 period, evidence of cointegration is present …/value - To the best of the authors' knowledge, this is the first time that the relationship between the exchange rate, bond yield …
Persistent link: https://www.econbiz.de/10014497076
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Determining financial uncertainty through the dynamics of Sukuk bonds and prices in emerging market indices
Sial, Muhammad Safdar; Cherian, Jacob; Meero, … - In: Risks : open access journal 10 (2022) 3, pp. 1-13
bond and global emerging market indices returns dynamics. The study, with a time period ranging from 2017 to 2020, applies … market index and Sukuk bond price returns, except the one. There is no impact of the financial uncertainty indicator … causal impact among the global emerging and Sukuk bond markets will help formulate future trading strategies in particular to …
Persistent link: https://www.econbiz.de/10013161520
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The determinants of cross-border bank flows to emerging markets : new empirical evidence on the spread of financial crises
Herrmann, Sabine; Mihaljek, Dubravko - 2010
Europe from 1993 to 2008. The empirical analysis suggests that global as well as country specific factors are significant … cross-border loans from central and eastern Europe was more limited compared to Asia and Latin America, in large measure … because of the higher degree of financial and monetary integration in Europe, and relatively sound banking systems in the …
Persistent link: https://www.econbiz.de/10008653395
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The Determinants of Cross-Border Bank Flows to Emerging Markets : New Empirical Evidence on the Spread of Financial Crises
Herrmann, Sabine - 2010
Europe from 1993 to 2008. The empirical analysis suggests that global as well as country specific factors are significant … cross-border loans to Central and Eastern Europe was more limited compared to Asia and Latin America, in large measure … because of the higher degree of financial and monetary integration in Europe, and relatively sound banking systems in the …
Persistent link: https://www.econbiz.de/10013140116
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The Determinants of Cross-Border Bank Flows to Emerging Markets : New Empirical Evidence on the Spread of Financial Crises
Herrmann, Sabine - 2016
Europe from 1993 to 2008. The empirical analysis suggests that global as well as country specific factors are significant … cross-border loans from central and eastern Europe was more limited compared to Asia and Latin America, in large measure … because of the higher degree of financial and monetary integration in Europe, and relatively sound banking systems in the …
Persistent link: https://www.econbiz.de/10012991084