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Background: This study develops a new model called J-am for pricing American options and for determining the related early exercise boundary (EEB). This model is based on a closed-form solution J-formula for pricing European options, defined in the study by Jerbi (Quantitative Finance,...
Persistent link: https://www.econbiz.de/10011590309
from the State Bank of Pakistan, the Vietstock, the MorningStar, the World Bank, and the website of banks. The quantitative … bank efficiency. With or without the effect of innovation, the bank's efficiency in Vietnam is still lower than in Pakistan … be improved more quickly than in Pakistan by increasing bank assets. The macroeconomic condition is favorable for bank …
Persistent link: https://www.econbiz.de/10012517181
Background: Banking is an important sector of Pakistan’s economy. It is general consideration that bank’s major … Pakistan in case of GDP and Bank’s credit or we can say that growth led Bank’s credit in Pakistan. Conclusions: Hence … Pakistan more than banking sector these activities, which can be bank’s profitability, human resource, technology …
Persistent link: https://www.econbiz.de/10011542400
entrepreneurship, which can pave way to poverty alleviation and economic development. In the context of Pakistan, a developing economy … in Pakistan from the supply side, the current state of financial inclusion is limited. Therefore, this study investigates … the financial inclusion process for Pakistan from the supply side. We analyze the supply-side dimension of access by …
Persistent link: https://www.econbiz.de/10012238507
the profitability of banks in Pakistan. The study uses the data of 26 domestic banks over the latest and large period of … 2007-2016. Our findings firstly affirm that bank profitability is negatively affected by the presence of politically … inverted U-shaped relationship between board size and bank profitability, suggesting that a board size beyond 8-9 members …
Persistent link: https://www.econbiz.de/10012150464
sector of Pakistan. For this purpose, seven bank-specific explanatory variables (capital adequacy, management efficiency … banking sector of Pakistan. …
Persistent link: https://www.econbiz.de/10011712352
The aim of this study was to analyze the impact of bank-specific, industry-specific and macroeconomic variables on the … profitability of banks in Pakistan. This study applied the two-step generalized method of momentum (GMM) system estimator on an … unbalanced dynamic panel of 28 banks over the latest period 2007-2016. The robust results reveal that the bank’s profitability in …
Persistent link: https://www.econbiz.de/10011883259
This study aims to examine the effect of the bank-specific and macroeconomic determinants of profitability for the … banking sector of Pakistan. To incorporate the issues of endogeneity, unobserved heterogeneity, and profit persistence, we … profitability of the banking sector in Pakistan. Capital adequacy helps the financial system to absorb any negative shock by …
Persistent link: https://www.econbiz.de/10012291759
The purpose of this research is to examine the influence of bank life cycle or bank maturity on income diversification … (ID) and stability. In addition, this research investigates the ID relationship with bank stability. Drawing on the ….e. bank life cycle or bank maturity on income diversification (ID) and stability consequence. Data were collected from the …
Persistent link: https://www.econbiz.de/10013257333
that geographic diversification and distance between bank branches and headquarters do not affect the performance of the …. The study recommends an important policy regarding branch management and its effect on bank performance. …
Persistent link: https://www.econbiz.de/10014319534