Now showing items 1-5 of 5
The effects of short-term interest rates on output, price and exchange rates: recent evidence from China
(Institute for Business and Finance Research, LLC, 2010)
This paper utilizes VAR techniques to examine the relationship between a policy related variable and selected macro-variables in China. Johansen’s cointegration tests fail to find a moving equilibrium among the related ...
Impact of hedging pressure on implied volatility in Financial Times and London Stock Exchange (FTSE) market
(Institute for Business and Finance Research, LLC, 2009)
This paper examines the impact of net buying pressure and the event of 9/11 on the implied volatility of the U.K. FTSE 100 (Financial Times and the London Stock Exchange) index options. Our findings indicate that when ...
Good coups, bad coups: Evidence from Thailand's financial markets
(LLC "CPC "Business Perspectives", 2018-05-04)
This study investigates the short-run and long-run impact on Thailand's financial markets. Using daily data from the stock and foreign exchange markets during the period 2005 - 2017, the study shows (1) both coups in 2006 ...
Efficiency and productivity change in the banking industry: Empirical evidence from New Zealand banks
(Lincoln University, 2014-06)
This paper examines the New Zealand banking industry’s efficiency and productivity changes during the period 2007‐2011, a period dominated by the US subprime mortgage crisis. Data envelopment analysis (DEA) is used to ...
Equity financing and debt-based financing: Evidence from Islamic microfinance institutions in Indonesia
(Elsevier BV, 2017-09-23)
This paper investigates the impact of Islamic microfinance on rural households' welfare in Indonesia. Using a survey questionnaire, this study explores two group of financing in Islamic microfinance, equity and debt-based ...