Search Results - subject:"quantile regression"

Households' borrowing intentions during the COVID-19 crisis: The role of financial literacy

Kurowski, Łukasz; Malinowska-Misiąg, Elżbieta - In: Journal of Banking and Financial Economics (JBFE) (2022) 17, pp. 98-113

This study aims to determine the role of financial literacy in households' borrowing intentions during the coronavirus pandemic. Employing a survey of 1,300 Polish citizens conducted during the COVID-19 crisis and an instrumental variable analysis, we found that financial literacy significantly...

Persistent link: https://www.econbiz.de/10015330092

Islamic securities (ṣukūk) and economic growth: New empirical investigation from Southeast Asia using non-parametric analysis of MCMC panel quantile regression

Ledhem, Mohammed Ayoub; Mekidiche, Mohammed - In: Islamic Economic Studies (IES) 29 (2022) 2, pp. 119-138

applies panel quantile regression with Markov chain Monte Carlo optimization as an optimal non-parametric approach to …

Persistent link: https://www.econbiz.de/10015397820

Location-scale and compensated effects in unconditional quantile regressions

Martinez-Iriarte, Julian; Montes-Rojas, Gabriel; Sun, Yixiao - University of California, San Diego / Department of … - 2022

Persistent link: https://www.econbiz.de/10012872849

Do volatile capital flows put ASEAN+3 growth at risk?

Oeking, Anne; Gabriella, Laura Grace - 2022

Persistent link: https://www.econbiz.de/10013367365

ICT as a key determinant of efficiency : a bootstrap-censored quantile regression (BCQR) analysis for Vietnamese banks

Le, Tu D. Q.; Ngo, Thanh; Ho, Tin H.; Nguyen Dat - In: International Journal of Financial Studies : open … 10 (2022) 2, pp. 1-15

characteristic of DEA efficiency. This paper applied a bootstrap-censored quantile regression (BCQR) approach to triply account for … the issues of a small sample (via bootstrap), bounded intervals (via censored regression), and skewness (via quantile … regression) in DEA analysis. We empirically examined the efficiency and performance of 27 Vietnamese commercial banks in the 2007 …

Persistent link: https://www.econbiz.de/10013368304

Funding liquidity, bank capital, and lending growth in a developing country

Nguyen, Yen; Nguyen Thanh Liem - In: Cogent economics & finance 10 (2022) 1, pp. 1-16

can help address agency problems associated with increased lending. Finally, we perform quantile regression to further …

Persistent link: https://www.econbiz.de/10013369343

Bank-specific and macroeconomic determinants of bank liquidity creation : evidence from MENA countries

Mdaghri, Anas Alaoui; Oubdi, Lahsen - In: Journal of central banking theory and practice 11 (2022) 2, pp. 55-76

creation, applying a Fixed Effects model and the new Method of Moments Quantile Regression (MMQR). The results show that, among …

Persistent link: https://www.econbiz.de/10013347014

Impact of the COVID-19 on foreign direct investment inflows in emerging economies : evidence from panel quantile regression

Koçak, Sinem; Barış-Tüzemen, Özge - In: Future Business Journal 8 (2022), pp. 1-12

period between 2014 and 2021. The world pandemic uncertainty index is used, and panel quantile regression approach is …, panel quantile regression gauges the independent variables at the different locations of the dependent variable. For this …

Persistent link: https://www.econbiz.de/10013380387

Impact of public water supply unreliability on residential property prices in Marion County, West Virginia

Alzahrani, Fahad; Collins, Alan - In: Agricultural and resource economics review : ARER 51 (2022) 1, pp. 105-129

Persistent link: https://www.econbiz.de/10013382379

Financial, institutional, and macroeconomic determinants of cross-country portfolio equity flows

Afonso, António; Alves, José; Beck, Krzysztof; … - 2022

We consider a new dataset that provides a description of the population of financial equity flows between developed countries from 2001 to 2018. We follow the standard practice of controlling for pull and push factors as well as gravity-style variables, while also accounting for the business...

Persistent link: https://www.econbiz.de/10013332123