Search Results

Modeling And Forecasting Ghana’s Inflation Rate Under Threshold Models,
Emmanuel Antwi, Emmanuel Numapau Gyamfi and Kwabena A. Kyei, in Journal of Developing Areas (2019)
Keywords: Inflation, Nonlinear Models, Self-Exciting Threshold Autoregression Model, Logistics Smooth Threshold Autoregression Model, Forecasting

Maximum Likelihood Estimation of Continuous-Time Diffusion Models for Korean Short-Term Interest Rates,
Seungmoon Choi, in Economic Analysis (Quarterly) (2015)
Keywords: Short-term interest rates, Continuous-time diffusion model, Maximum likelihood estimation

Effect of Government Expenditure on GDP in the Turkish Economy,
E. Simsek, M. Orhan and F. Macit, in International Econometric Review (IER) (2017)
Keywords: Lucas Critique, Government Expenditure, Superexogeneity Test

Asymetria relacji cen paliw płynnych w Polsce i cen ropy naftowej,
Robert Socha, in Gospodarka Narodowa. The Polish Journal of Economics (2014)
Keywords: ceny, ropa naftowa, paliwa płynne, asymetria, kointegracja

Economic Development and Structural Breaks: An Application of the Lee and Strazicich(2003) Lagrange Multiplier Test to the Libyan Economy, 1970-2007,
Issa Ali and Reetu Verma, in Applied Econometrics and International Development (2012)
Keywords: Economic development, unit root hypothesis, structural breaks, and Libyan economy.

Sources Of Economic Growth In Iran: A Cointegration Analysis In The Presence Of Structural Breaks, 1960-2003,
M. Pahlavani, in Applied Econometrics and International Development (2005)
Keywords: structural break, unit root tests, cointegration technique, and Iranian economy

Economic Growth Before and After Reform: The Case of Egypt, 1973-2002,
A. Kamaly, in International Journal of Applied Econometrics and Quantitative Studies (2006)
Keywords: Economic Growth, Egyptian economy, Growth Accounting, Total Factor Productivity.

Cointegration and Structural Change in the Exports-Gdp Nexus: The Case of Iran, 1960-2003,
M. Pahlavani, in International Journal of Applied Econometrics and Quantitative Studies (2005)
Keywords: structural break, unit root tests, ARDL method, and Iranian economy

The Behaviour of the Real Exchange Rate: A Re-examination Using Finite Sample Approach,
Biing-Shen Kuo and Anne Mikkola, from C.E.P.R. Discussion Papers (1997)
Keywords: Purchasing Power Parity; Real Exchange Rate; Unit Root

Empirical estimates for the Brazilian total imports equation using quarterly national accounts data (1996–2010),
Raphael Rocha Gouvêa and Bernardo Patta Schettini, in Economia (2015)
Keywords: Quarterly Brazilian imports;Cointegration models with structural breaks; Markov-switching models; State-space models

Medicion del riesgo de la cola en el mercado del petroleo mexicano aplicando la teoria de valores extremos condicional,
Raul De Jesus Gutierrez, Edgar Ortiz Calisto, Oswaldo Garcia Salgado and Veronica Angeles Morales, in EconoQuantum, Revista de Economia y Finanzas (2016)
Keywords: Petroleo, Teoria de valores extremos condicional, Medidas VaR y ES.

Model Selection and Estimation of Long-Memory Time-Series Models,
Katelijne A.E. Carbonez, in Review of Business and Economic Literature (2009)
Keywords: model selection, inference, long memory, fractional integration

GARCH modellerinin performanslarının değerlendirilmesinde riske maruz değer (value-at-risk, VaR) yöntemi: İMKB100, Mali, Sınai ve Hizmet endeksleri üzerine bir uygulama,
Önder Büberkökü, in Iktisat Isletme ve Finans (2013)
Keywords: GARCH Modelleri, Riske Maruz Değer, Hisse Senedi Endeksi

Dependencia Condicional entre los Mercados Bursátiles de México y Estados Unidos,
Arturo Lorenzo-Valdés, in Revista de Analisis Economico – Economic Analysis Review (2016)
Keywords: Stock returns; Copulas; TGARCH

The Aggregated Leverage Ratio and the Detection of Financial Vulnerability:Evidence from the United States and European Countries,
Sonia Ondo-Ndong and Sandra Rigot, in Brussels Economic Review (2011)
Keywords: Leverage; Securitization; Prudential regulation; Systemic risk; Commercial/investment banks

Management models of the systemic risk in the bank activity,
Marin Opritescu and Alina Georgiana IACOBESCU Manta, in Annals of University of Craiova - Economic Sciences Series (2008)
Keywords: model, systemic risk, warning in time system

Estimación del residual de un bono respaldado por hipotecas mediante un modelo de riesgo crédito: una comparación de resultados de la teoría de cópulas y el modelo IRB de Basilea II en datos del mercado hipotecario mexicano,
Arturo Cortés Aguilar, in Revista de Administración, Finanzas y Economía (Journal of Management, Finance and Economics) (2011)
Keywords: Bono respaldado por hipotecas, riesgo crédito, teoría de cópulas, Basilea II

The Impact of Basel III on Romanian Banking System,
Busuioc Witowschi Irina Raluca, in Ovidius University Annals, Economic Sciences Series (2012)
Keywords: financial stability, banking system, Basel III, macroprudential level, microprudential level.

Importance of Assessing and Managing Credit Risk in Banking Institutions,
Florea Dragos, in Ovidius University Annals, Economic Sciences Series (2012)
Keywords: credit risk, identification of risk, assessing the risk, managing the risk, banking performance.

COMPARATIVE EFFICIENCY OF THE ISLAMIC BANK VIS-A-VIS CONVENTIONAL BANKS IN MALAYSIA,
Abdus Samad, in IIUM Journal of Economics and Management (1999)
Keywords: Islamic Economics Journal: IIUM Journal of Economics and Management

VALUE CREATION IN BANKS AND INFORMATIONAL CONTRIBUTION OF VALUE EFFICIENCY,
Lamia Bouattour Boulifa and Slim Khouaja, in The International Journal of Business and Finance Research (2017)
Keywords: Shareholder Value, Cost, Profit and Value Efficiency, Stochastic Frontier, EVA, Banking, Market Performance

Risk and Profitability in Middle East and North Africa Banking System: An Examination of off Balance Sheet Activities,
Ahmad Y Khasawneh and Husam Aldeen Al-Khadash, in The International Journal of Business and Finance Research (2014)
Keywords: Bank Risk, Bank Performance, Off Balance Sheet Activities, MENA Banking System, Islamic Versus Commercial Banks

Model of capital risk management in the banking system,
Constantin Anghelache, Marian Sfetcu, Doina Avram, Mariana Chiliment and Petre Olteanu, in Romanian Statistical Review Supplement (2018)
Keywords: bank capital, Cooke rules, bank solvency, weighting, banking management

The Role of Credits and Bank Guarantee Letters in Financing Trading Companies,
Luminița Gabriela Istrate, in Ovidius University Annals, Economic Sciences Series (2019)
Keywords: economic and financial indicators, bank guarantee letters, bank credit, cash flow, bank instruments

THE USAGE OF DERIVATIVES IN FINANCIAL RISK MANAGEMENT BY COMPANIES IN BOSNIA AND HERZEGOVINA,
Emira Kozarevic, Izudin Kesetovic, Meldina Kokorovic Jukan and Beriz Civic, in Economic Review: Journal of Economics and Business (2012)
Keywords: use of derivatives, financial risk management, companies, Bosnia and Herzegovina (B&H)

Zarządzanie ryzykiem operacyjnym w wybranych bankach w Polsce,
Ewa Cichowicz and Agnieszka Nowak, in Gospodarka Narodowa. The Polish Journal of Economics (2015)
Keywords: ryzyko bankowe, ryzyko operacyjne w bankach, monitorowanie ryzyka operacyjnego w bankach, wskaźniki KRI, metody pomiaru ryzyka operacyjnego w bankach

Determinants of Systematic Risk in Commercial Banks of Pakistan,
Syed Fahad Ali Shah, Arif Hussain, Muhammad Khan, Julija Jacquemod and Zahir Shah, in International Journal of Economics and Financial Issues (2020)
Keywords: Systematic risk, Asset quality, Operating efficiency, Business mix

Multiple banking relationships and Smes,
Matteo Mattei Gentili, in BANCARIA (2011)
Keywords: multiaffidamento, Pmi

Operational risks management and best practices in a cross-industry perspective,
Vincenzo Ciamillo, Maria Maino and Tommaso Petrillo, in BANCARIA (2013)

Profitability and leverage: the positioning of Italian firms in the European arena,
Lorenzo Caprio and Silvia Rigamonti, in BANCARIA (2014)

Bond pricing and default risk, new valuation techniques,
Aldo Letizia, in BANCARIA (2020)

Comprehensive Indexing For Evaluating the Credit Risk Management (in Persian),
Ali Saghafi, Jamal Damghanian, Ghasem Bavolo, Sajad Sayah and Maryam Davolo, in Journal of Monetary and Banking Research (فصلنامه پژوهش‌های پولی-بانکی) (2017)

THE EFFECT OF CREDIT RISK MANAGEMENT ON PROFITABILITY: AN EMPIRICAL STUDY OF PRIVATE BANKS IN SYRIA,
Allam Yousuf and János Felföldi, in Oradea Journal of Business and Economics (2018)
Keywords: Credit risk management, Capital adequacy ratio (CAR), Non-performing loans (NPL), profitability, Returns on equity (ROE), Private banks in Syria.

COMPORTAMENTO DIÁRIO DO MERCADO BRASILEIRO DE RESERVAS BANCÁRIAS - NÍVEL E VOLATILIDADE - IMPLICAÇÕES NA POLÍTICA MONETÁRIA,
Mardilson Fernandes Queiroz, from ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics] (2004)

Bank Lending Behaviour over the Business Cycle in Iran,
Roohollah Zare, in Journal of Money and Economy (2016)
Keywords: Islamic Banking System, Bank Loans, Business Cycles, Iran

Value-at-Risk in Frontier Markets: Adapted Models and Evidences from Two North-African Stock Exchanges,
Mhamed-Ali El-Aroui and Wafa Snoussi, in The African Finance Journal (2020)
Keywords: Value-at-Risk, Frontier Markets, Asymmetric information, Over-predictability, Market-risk, Liquidity, Backtesting, Morocco, Tunisia

Interdependencies between Expected Default Frequency and the Macro Economy,
Per Asberg Sommar and Hovick Shahnazarian, in International Journal of Central Banking (2009)

The Collateral Central Bank Management Project (CCBM2) - a single plaform for Eurosystem in managing collateral for domestic and cross-border operations,
Marius Herbei and Florin Dumiter, in Finante - provocarile viitorului (Finance - Challenges of the Future) (2009)
Keywords: project, efficiency, collateral management

The importance of monitoring the operational risk at the level of banking companies,
Adela Socol and Attila Szora, in Finante - provocarile viitorului (Finance - Challenges of the Future) (2009)
Keywords: operational risk, monitoring indicators, banking risk management

Correlations between risk management indicators and performance levels on the example of S.C. Bancpost S.A,
Alina Manta and Dan Florentin Sichigea, in Finante - provocarile viitorului (Finance - Challenges of the Future) (2009)
Keywords: risk management, performance, banking instruments

The management of liquidity risk,
Claudia Mititelu and Stefan Mititelu, in Finante - provocarile viitorului (Finance - Challenges of the Future) (2009)
Keywords: management of liquidity risk, banks, banking management

Nexus Between Microcredit and Poverty Alleviation: Time Series Evidence from Pakistan,
Hanana Khan and Romana Bangash, in Business & Economic Review (2013)
Keywords: Microcredit, poverty, time series analysis, Engle-Granger

Testing Hubris Hypothesis for Mergers in Pakistan: Using Event Study Technique,
M Fahad Siddiqui and Shah Wali Khan, in Business & Economic Review (2013)
Keywords: Hypothesis, mergers, average abnormal returns, event study

Yöneticilerin Eðitim Seviyeleri Ýle Firmalarýn Risk Ýþtahý Arasýndaki Ýliþkiyi Belirlemeye Yönelik Bir Araþtýrma,
Utku Gügercin and Fatma Nur Iplik, in Isletme ve Iktisat Calismalari Dergisi (2013)
Keywords: Risk Ýþtahý; Banka Kredisi; Eðitim Seviyesi; Akaryakýt Ýstasyonlarý

Comparative Research on Romanian SMEs Crediting,
Florin Mihai Magda and Adina Elena Danuletiu, in Hyperion Economic Journal (2014)
Keywords: credit, financial analysis, financial indexes, risk

The Stability of the Romanian Banking System: an Overview during the International Crisis of 2007,
Nucu Anca Elena, in Ovidius University Annals, Economic Sciences Series (2011)
Keywords: financial stability, banking system, credit risk, non-performing loans, international crisis

The Effects of Corporate Governance on the Net Interest Margin and the Solvency Ratio - Evidence from Romania,
Chitan Gheorghe, in Ovidius University Annals, Economic Sciences Series (2013)
Keywords: bank performance, corporate governance, Romanian banking system

The Financial Analysis of Citizens Financial Group, Inc.TM,
Condrea Andrei and Mouries Alexandre, in Ovidius University Annals, Economic Sciences Series (2014)
Keywords: Citizens Financial Group (CFG); initial public offering (IPO); balance sheet; analyse

Defining and Measuring Bank’s Equity Risk: Evidence from the Erste Bank Group Romania,
Ioana Ple?cãu, in Ovidius University Annals, Economic Sciences Series (2015)
Keywords: value at risk, market risk, historical simulations

Clustering of Borrowers at the Level of Defaults: Rating Approach (Regions of the Siberian Federal District),
M. Petukhova, in Journal of the New Economic Association (2012)
Keywords: assessing the creditworthiness of borrowers, consumer credit (retail), probability of default, regions of Siberian Federal District, rating models, clustering, decision tree, regional features of borrowers' behavior

A Note on Venture Capital Networks: Promise and Performance,
Donald J. Brown and Charles R. B. Stowe, in Journal of Entrepreneurial Finance (1991)
Keywords: Capital , Venture Capital, Venture Capital Networks, VC

Equity Returns to Small Bank Investors,
James P. Bedingfield, Robert D. Johnston and A. J. Stagliano, in Journal of Entrepreneurial Finance (1992)
Keywords: Small Bank, Investment Returns

The Provision of Finance to Small Businesses: Does the Banking Relationship Constrain Performance,
Christine T. Ennew and Martin R. Binks, in Journal of Entrepreneurial Finance (1995)
Keywords: Banking , Finance, Small Business, Small Firms, Relationship Banking, Bank

Finance Companies and Small Business Borrowers: An Empirical Investigation,
George Haynes and Myles Watts, in Journal of Entrepreneurial Finance (1996)
Keywords: Finance Companies, Small Business, Lending, Borrowing

Women Owned Businesses and Bank Switching: The Role of Customer Service,
Susan Coleman and Mary Carsky, in Journal of Entrepreneurial Finance (1996)
Keywords: Bank , Women, Women-Owned, Woman-Owned, Bank Switching, Customer Service

Sources of Capital and Debt Structure in Small Firms,
Chenchuramaiah T. Bathala, Oswald D. Bowlin and William P. Dukes, in Journal of Entrepreneurial Finance (2004)
Keywords: Capital Sources, Access to Capital, Small Business, Small Firm

An Analysis of Standardized versus Relationship Bank Lending to Small Firms,
Polly T. Hardee, in Journal of Entrepreneurial Finance (2008)
Keywords: Bank , Bank Lending , Firm , Firms , Lending

American Troubled Assets Relief Program – One of the Most Important Measures Against Actual Crisis,
Dobre Elena, in Ovidius University Annals, Economic Sciences Series (2010)
Keywords: crisis, collateralized debt obligations, Troubled Asset Relief Program, Mortgage-backed securities purchase program, Equity purchase program.

Modele anglo-saxon ou modele europeen de financement des entreprises: pourquoi y a-t-il des choix differents?,
P. Artus, from Caisse des Depots et Consignations - Cahiers de recherche (1998)
Keywords: ENTREPRISES ; FINANCEMENT

Recul de la Distribution de Credit au Japon: Quel modele au Japon,
P. Artus, from Caisse des Depots et Consignations - Cahiers de recherche (1998)
Keywords: CREDIT ; JAPON ; MODELES ; BANQUES

Selected Approaches to Property Valuation for the Securing Bank Debt,
Ewa Siemińska, in World of Real Estate Journal (Swiat Nieruchomosci) (2017)
Keywords: property, property value, bank debt, risk

Projects to Increase Physical Security at Commercial Banks,
Petya Biolcheva, in Ikonomiceski i Sotsialni Alternativi (2014)
Keywords: commercial banks, banking security

Large shareholders, bank ownership and informativeness of earnings,
Víctor M. González Méndez, in Revista de Economia Aplicada (2009)
Keywords: Informativeness of earnings, large shareholders, bank ownership, monitoring effect, expropriation effect

CORPORATE GOVERNANCE IMPACT ON THE SOLVENCY OF KOSOVO BANKING SYSTEM,
Ardian Uka, in Journal of Academic Research in Economics (2015)
Keywords: Solvency, financial and operation, corporate finance, corporate governance, banks.

Basel II sermaye yeterliliği uzlaşısı’nın bankalar ve KOBİ’ler üzerine etkileri,
Mert Ural and Erhan Demi̇reli̇, in Iktisat Isletme ve Finans (2009)
Keywords: Basel Uzlaşıları, KOBİ, Derecelendirme, Kredi Fiyatı

Kuzey Kıbrıs Türk Cumhuriyeti bankacılık piyasasında yapı-yönetim-performans ilişkileri: 1991-1997,
Eralp Bektaş, in Iktisat Isletme ve Finans (2006)
Keywords: piyasa yapısı, etkinlik, bankacılık ve kuzey kıbrıs türk cumhuriyeti.

The Time Value of Money in Financial Management,
Munteanu Irena and Bacula Mariana, in Ovidius University Annals, Economic Sciences Series (2017)
Keywords: time value of money, present value, future value

The Challenges to innovations in Bank Security,
Petya Biolcheva, in Ikonomiceski i Sotsialni Alternativi (2018)
Keywords: security, banks, Industry 4.0, directive PSD2

IMPROVING THE MECHANISM OF PREFERENTIAL LENDING TO AGRICULTURAL ENTERPRISES OF UKRAINE,
Elena Lemishko, in Baltic Journal of Economic Studies (2016)
Keywords: mechanism of preferential lending, agricultural enterprises, banks, organizational and legal part of the loan mechanism, macro-financial stability of the state, lending efficiency.

Stress Testing the Enterprise Sector's Bank Debt: A Micro Approach,
Eivind Bernhardsen and Bjorne Dyre Syversten, in International Journal of Central Banking (2009)

Effects Of Interest Rates On Stock Market Capitalization,
Salman Ahmad, Mohammad Gul and Gohar Saeed, in Business & Economic Review (2010)
Keywords: Stock market capitalization, dividends, KIBOR, interest rate

The Dynamic Relationship of Stock Indexes on Interbank Money Market Rates: Evidence from Thailand,
Zongjun Wang and Gongkhonkwa Rujira, in International Journal of Economics and Financial Issues (2013)
Keywords: Interbank money market; Bangkok Interbank Offered Rate; Stock indexes

Testing of CAPM in An Emerging Economy: A Case Study of Pakistan,
Amir Hussain, Zia Obaid and Sajid Afridi, in Business & Economic Review (2011)
Keywords: Capital asset pricing model, emerging markets, risk, KSE-100 index

Effects of Alcohol Sales Restriction on DUI Related Convictions: A Case Study of Kentucky,
Zia Obaid and Amir Hussain, in Business & Economic Review (2011)
Keywords: Count event, negative binomial model, DUI, county

Monetary Cooperation in East Asian Countries: A Possibility from Macro Economic Indexes and Intra-Regional Trade Dependency,
Bong Gil Kim and Kazuhiro Igawa, in Kobe Economic & Business Review (2001)
Keywords: Monetary Cooperation, Intenational Monetary System, ACU, EURO

A Study of Day of the Week Effect in Karachi Stock Exchange During Different Political Regimes in Pakistan,
Syed Muhammad Majid Shah and Fahad Abdullah, in Business & Economic Review (2015)
Keywords: Pakistan Stock Exchange, regimes, day of the week effect, returns

Basel II: operation risk measurement in the Portuguese banking sector,
Gualter Couto and Kevin Medeiros Bulhões, in Portuguese Journal of Management Studies (2009)
Keywords: Basel II, Operational Risk, Regulatory Capital and Economic Capital

Gender differences in the approval of credit to Mexican SMEs,
Alicia Gómez Martínez and María Rosa López Mejía, in Contaduría y Administración (2016)
Keywords: Gender, Credit bank, SME

A Comparative Study of Impact of NPA on Growth of Public and Co-operative Sector Banks in Amravati District,
Dr. Yogesh S. Ingale and Dr. Arun G. Harne, in Journal of Commerce and Trade (2018)
Keywords: Credit Loss, Doubtful Assets,Gross NPA, Net NPA, Return on investment .

Les crédits bancaires accordés aux groupes: quel degré de concentration des entités emprunteuses et des banques prêteuses,
D. Lefilliatre, in Bulletin de la Banque de France (2014)
Keywords: groupe, filiale, maison mère, PME, ETI, grande entreprise, crédit, type de crédits, concentration des crédits, diversification, relations bancaires.

Les PME et l’accès aux marchés de capitaux en France: un état des lieux,
Y. Mansion, A. Demartini and S. Mekious, in Bulletin de la Banque de France (2007)
Keywords: PME, petites et moyennes valeurs, Eurolist, Alternext, Plan d’action des services financiers, AMF, introduction en bourse, liquidité, information financière.

Les incidences de la réforme de l’usure sur les modalités de financement des PME,
D. Gabrielli, Housni-Fellah, M. and V. Oung, in Bulletin de la Banque de France (2007)
Keywords: taux d’intérêt, usure, PME, entrepreneurs individuels, rationnement, péréquation, risque de défaut, distribution du crédit, conditions de financement.

БАЛАНСОВИТЕ ПОЗИЦИИ И КРЕДИТНАТА ПОЛИТИКА КАТО ФАКТОРИ ЗА ПРЕВЕНЦИЯ СРЕЩУ БАНКОВА НЕСЪСТОЯТЕЛНОСТ,
Кристи Маринова, in Almanac of PhD Students (2018)
Keywords: търговска банка, балансови позиции, кредитна политика, банкова несъстоятелност

МАКРОФИНАНСОВАТА РАМКА КАТО ФАКТОР ЗА РАЗВИТИЕ КЛОНОВАТА МРЕЖА НА ТЪРГОВСКИТЕ БАНКИ,
Пламен Георгиев, in Almanac of PhD Students (2018)
Keywords: търговска банка, клонова мрежа, БВП, макрофинансова рамка

The Capital Conundrum,
Richard J. Herring, in International Journal of Central Banking (2011)

Intellectual Capital Valuation and Stock Market Performance in an Era of Financial Turmoil: Blue Chip Banks Listed in Stock Exchanges of the Visegrad Countries,
Jaroslaw Godyn, in Theory Methodology Practice (TMP) (2013)
Keywords: Banking sector, financial crisis, valuation, stock exchange, intellectual capital

The Debt Structure of SMEs: An Optimization Model,
Andrea Moro, Mike R. Lucas and Uwe G. Grimm, in Journal of Entrepreneurial Finance (2012)
Keywords: SMEs, Capital Structure, Trade Credit, Bank Debt, Trust

Capital adequacy implications on Islamic and non-Islamic bank's behavior: Does market power matter?,
Salma Louati, Ilhem Gargouri Abida and Younes Boujelbene, in Borsa Istanbul Review (2015)
Keywords: Bank competition; Capital adequacy ratio; Deposits and loans

The assestments of SME’s creditworthiness in times of crisis,
Alessandro Berti, in Argomenti (2018)
Keywords: : banks, SMEs, creditworthiness, default detection.

Türkiye’de faaliyet gösteren yerel ve yabancı bankaların kârlılık seviyelerini Etkileyen faktörler: Panel veri analizi,
Bener Güngör, in Iktisat Isletme ve Finans (2007)
Keywords: banka kârlılığı, yerel ve yabancı bankalar, panel veri analizi