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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
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 paper is a contribution to the ongoing debate on the benefits and drawbacks of bank revenue diversification … non-interest income-generating activities have different impacts on bank performance and stability. While fees and …
Persistent link: https://www.econbiz.de/10011883276
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
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
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
Purpose - This study contributes to existing literature by investigating bank capital structure dynamics during the … Covid-19 pandemic. The role of contemporary bank-specific determinants of capital structure during this period is analyzed …. Design/methodology/approach - An independent t-test is carried out to check the response of bank leverage to the crisis …
Persistent link: https://www.econbiz.de/10013352754