نتایج جستجو برای: leverage jel classification g21

تعداد نتایج: 523271  

Journal: Money and Economy 2011
Mehrdad Sepahvand,

In this study a simulation analysis is applied to address the change in banks liquidity demand due to a shift in settlement method brought about by adopting Real Time Gross Settlement System. At the first stage of this research, we use a data generator model along with some information on the time distribution of coded cheques over a working day in order to produce intraday flow of payment...

2004
Jun Yu

This paper is concerned with the specification for modelling financial leverage effect in the context of stochastic volatility (SV) models. Two alternative specifications co-exist in the literature. One is the Euler approximation to the well-known continuous time SV model with leverage effect and the other is the discrete time SV model of Jacquier et al. (J. Econometrics 122 (2004) 185). Using ...

Journal: :The American Economic Review 2021

After the Great Recession several central banks started setting negative nominal interest rates in an expansionary attempt, but effectiveness of this measure remains unclear. Negative can stimulate economy by lowering that commercial charge on loans, they also erode bank profitability squeezing deposit spreads. This paper studies effects a new DSGE model where intermediate transmission monetary...

Journal: :Social Science Research Network 2021

This paper proposes an approach to estimate the impact of adverse climatic events on profitability small European banks (LSIs). By considering river flooding phenomena, we construct a unique database matching information location, frequency and severity floods with location balance sheet data institutions mainly operating in areas where they are headquartered (territorial LSIs). We compare perf...

ژورنال: :دوفصلنامه علمی-پژوهشی تحقیقات مالی - اسلامی 2012
محمد طالبی حسن کیایی

بررسی چالش ها ی پیش روی بانکداری بدون ربا، یکی از مهم ترین مسائلی است که محققان و متفکران به آن می پردازند. به عقیده بسیاری از صاحب نظران، یکی از چالش ها ی اصلی که نظام بانکداری کشور با آن مواجه است، عدم تطبیق نحوۀ اجرای عقود مشارکتی در بانک ها با شکل فقهی عقود مشارکتی است. بدین معنا که در مقام اجرا، آنچه در بانک ها به اسم عقود مشارکتی در حال اجراست، بسیار متفاوت است از آنچه که شارع به نام مشار...

Journal: :Bangladesh journal of multidisciplinary scientific research 2021

This present study aims at analyzing how microfinance affects household income of its participants as well to find out the factors that influence adopt loan for which a logit model was applied. run on three villages Daulatpur Upazila Kushtia district namely Khalishakundi, Malipara and Silimpur from 350 respondents were chosen randomly. The result reveals Age (p<0.05), size (p<0.01) credit...

Journal: :International journal of accounting & finance review 2021

This research study explores the maligned role of Chanda Kochhar, top-notch executive ICICI Bank, a leading multinational and financial service provider. An alleged corruption case was filed against her under Prevention Money Laundering Act. The after whistleblower that bank had given INR 32.50 billion to Videocon group in 2012, majority which declared as Non- Performing Assets later by bank. f...

Journal: :International journal of accounting & finance review 2021

The spread of information technology and the digitalization financial services raise a range theoretical questions as structures banking industry undergo change. This change has intensified with impact COVID-19 pandemic which is already being observed. purpose this study therefore threefold: (1) to analyze IT on strategy functioning pre-COVID-19 sector; (2) challenges banks are facing in COVID ...

Journal: :Social Science Research Network 2021

In this paper we present a methodology of model-based calibration additional capital needed in an interconnected financial system to minimize potential contagion losses. Building on ideas from combinatorial optimization tailored controlling case complete information about interbank network, augment the model with three plausible types fire sale mechanisms. We then demonstrate power euro area ba...

2017
JILLIAN GRENNAN RONI MICHAELY

U.S. corporate leverage has decreased markedly since 1992. We find greater institutional ownership explains this deleveraging trend. Without institutions’ influence, total leverage would be eight percentage points higher today. Detection of this relationship was elusive since researchers often combine all years and institutions. Yet legal barriers to institutional activism persisted until 1992....

نمودار تعداد نتایج جستجو در هر سال

با کلیک روی نمودار نتایج را به سال انتشار فیلتر کنید