Search Results - subject:"Panel vector"

Real estate market dynamics : impacts on financial stability and the real economy, and reciprocal effects in ASEAN+3

Cheng, Kevin; Park, Eunmi - 2025

Persistent link: https://www.econbiz.de/10015192340

Take it and leave it: Banks' balance sheet optimization and targeted longer-term refinancing operations

Sigmund, Michael; Wächtler, Johannes; Schuster, Philip; … - 2024

We develop and solve a dynamic optimization model of a bank's balance sheet, highlighting the critical factors influencing banks' optimization dynamics: balance sheet adjustment costs and the spreads between bank-specific lending and deposit rates and the interbank rate. We apply the model to...

Persistent link: https://www.econbiz.de/10015063435

Interplay between oil prices, country risks, and stock returns in the context of global conflict : a PVAR approach

Dong, Qingyuan; Du, Qunyang; Min Du, Anna - In: Research in international business and finance 72 (2024) 2, pp. 1-14

Persistent link: https://www.econbiz.de/10015065748

Does digitisation determine financial development? : empirical evidence from Africa

Adam, Umar; Sulemana, Abdul Latif; Sule, Mohammed … - In: Cogent economics & finance 12 (2024) 1, pp. 1-19

countries. Bayesian Panel Vector Auto-Regressive (BPVAR) was adopted to estimate the parameters involved in the study objective …

Persistent link: https://www.econbiz.de/10015376723

Study on the maritime trade pattern and freight index in the post-epidemic era : evidence based on dry bulk market Auto-matic Identification System (AIS) data

Wang, Xingjian; Wang, Wen - In: The Asian Journal of Shipping and Logistics 40 (2024) 1, pp. 1-10

The BDI is a barometer of maritime trade, and the shipping trade network may graphically reflect trade pattern evolution. Because commerce influences freight prices, it is worthwhile to consider the influence of maritime network characteristics on freight rates. To begin, this article constructs...

Persistent link: https://www.econbiz.de/10014492299