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Diversification in Korean banking business : is non-interest income a financial saviour?

Baek, Seungho; Lee, Kwan Yong; Lee, Jeong Wan; Mohanty, … - In: Journal of emerging market finance 17 (2018), pp. 299-326

Persistent link: https://www.econbiz.de/10011964844

Asymmetric effects of oil shocks on stock market returns in Saudi Arabia : evidence from industry level analysis

Mohanty, Sunil; Onochie, Joseph I.; Alshehri, Abdulrahman F. - In: Review of quantitative finance and accounting 51 (2018) 3, pp. 595-619

Persistent link: https://www.econbiz.de/10012038364

Dynamic co-integration and portfolio diversification of Islamic and conventional indices : global evidence

Abu-Alkheil, Ahmad M.; Khan, Walayet A.; Parikh, Bhavik; … - In: The quarterly review of economics and finance : journal … 66 (2017), pp. 212-224

Persistent link: https://www.econbiz.de/10011792843

Banking efficiency in Gulf Cooperation Council (GCC) countries : a comparative study

Mohanty, Sunil; Lin, Hong-Jen; Aljuhani, Eid A.; … - In: Review of financial economics : RFE 31 (2016), pp. 99-107

Persistent link: https://www.econbiz.de/10011636873

Modelling stock returns and risk management in the shipping industry

Mohanty, Sunil; Aadland, Roar; Westgaard, Sjur; … - In: Journal of risk and financial management : JRFM 14 (2021) 4, pp. 1-25

We estimate the impact of macroeconomic risk factors on shipping stock returns, using a quantile regression (QR) model. We regress the excess return of a portfolio for the container, dry bulk, chemical/gas, oil tanker, and diversified shipping sectors on the world market portfolio excess return,...

Persistent link: https://www.econbiz.de/10012520916

Risk factors in stock returns of U.S. oil and gas companies : evidence from quantile regression analysis

Mohanty, Sunil; Frydenberg, Stein; Osmundsen, Petter; … - In: Review of quantitative finance and accounting 60 (2023) 2, pp. 715-746

Persistent link: https://www.econbiz.de/10013549101

Fourteen large commodity trading disasters : what happened and what can we learn?

Westgaard, Sjur; Frydenberg, Stein; Mohanty, Sunil - In: Journal of commodity markets 27 (2022), pp. 1-16

Persistent link: https://www.econbiz.de/10014276627

Loan flows, contagion effects and East Asian crisis

Seth, Rama; Sarkar, Asani; Mohanty, Sunil K. - In: Journal of emerging markets 6 (2001) 3, pp. 42-54

Persistent link: https://www.econbiz.de/10009894055

DO BANKS FOLLOW THEIR CUSTOMERS ABROAD?

Seth, Rama; Nolle, Daniel E.; Mohanty, Sunil K. - In: Financial markets, institutions & instruments 7 (1998) 4, pp. 1-25

Persistent link: https://www.econbiz.de/10007247284

Disciplinary Tools and Bank Risk Exposure

Haq, Mamiza - 2013

We investigate the impact of bank capital, market discipline and charter value as bank disciplinary tools on both bank equity risk (systematic risk, total risk, and idiosyncratic risk) and default risk/credit risk. We analyse 218 listed banks across 15 Asia-Pacific countries, and find that bank...

Persistent link: https://www.econbiz.de/10013071728