Showing 331 - 338 of 338
We examine the relation between capital and liquidity creation. This issue is interesting because of the potential impact on liquidity creation from tighter capital requirements such as those in Basel III. We perform Granger-causality tests in a dynamic GMM panel estimator framework on an...
Persistent link: https://www.econbiz.de/10013097759
We examine the daily exchange rate dynamics in selected new EU member states (Czech Republic, Hungary, Poland, Romania, and Slovakia) using GARCH and TARCH models between 1999 and 2006. Despite these countries adopted inflation targeting regime, they occasionally tried to manage their exchange...
Persistent link: https://www.econbiz.de/10012753801
We estimate the causal effect of natural catastrophes on financial development. We focus on largest catastrophes in developing economies in 1960-2016, employ synthetic control method to compute the counterfactual and use the credit to GDP ratio as the measure of financial development. Our...
Persistent link: https://www.econbiz.de/10012242866
Persistent link: https://www.econbiz.de/10011959775
Persistent link: https://www.econbiz.de/10009512482
Persistent link: https://www.econbiz.de/10009740490
Persistent link: https://www.econbiz.de/10012793126
Persistent link: https://www.econbiz.de/10012596156