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Dynamic responses of Standard and Poor's Regional Bank Index to the U.S. fear index, VIX

Adrangi, Bahram; Chatrath, Arjun; Kolay, Madhuparna; … - In: Journal of risk and financial management : JRFM 14 (2021) 3/114, pp. 1-18

This study examines the reaction of the Standard and Poor's Regional Bank Index (SPRB) to the U.S. equity market fear index (i.e., the Chicago Board of Trade Volatility Index [VIX]). The VIX is designed to perform as a leading indicator of the volatility in equity markets. However, practitioners...

Persistent link: https://www.econbiz.de/10012485236

Credit availability and classification shifting : based on the quasi-natural experiment of the bank lending interest rate ceiling deregulation

Wang, Jingru; Wang, Hongjian; Liu, Xinghe; Li, Qingyuan - In: China journal of accounting studies 10 (2022) 1, pp. 49-72

Based on the exogenous shock of the bank lending interest rate ceiling deregulation in China, this paper uses a … interest rate ceiling deregulation. Cross-sectional heterogeneity tests show that the impact of the deregulation on … deregulation enables high-risk firms to increase borrowing through classification shifting. We use the unique setting of China …

Persistent link: https://www.econbiz.de/10013413117

Big Bad Banks? The Impact of U.S. Branch Deregulation on Income Distribution

Beck, Thorsten; Levine, Ross; Levkov, Alexey - 2012

United States intensified, ameliorated, or had no effect on income distribution. The analysis finds that branch deregulation …

Persistent link: https://www.econbiz.de/10012552777

Volatility spillovers in electricity markets : evidence from the United States

Pantos, Themistoclis; Polyzos, Efstathios; … - In: International Journal of Energy Economics and Policy : IJEEP 9 (2019) 4, pp. 131-143

Persistent link: https://www.econbiz.de/10012384454

How does market competition affect shareholder voting? : evidence from branching deregulation in the U.S. banking market

Hrazdil, Karel; Kim, Jeong-Bon; Tong, Lijing; Zhang, Min - In: Journal of risk and financial management : JRFM 15 (2022) 9, pp. 1-23

further document that the relation between the two is more pronounced among states with higher degrees of deregulation and … weaker levels of pre-deregulation competition. Overall, our findings are consistent with the notion that increased …

Persistent link: https://www.econbiz.de/10013397736

Estimates of the US shadow-rate

Alfaro, Rodrigo; Piña, Marco - In: Latin American journal of central banking : LAJCB 4 (2023) 1, pp. 1-17

This article provides several estimates for the shadow rate (SR) of the short-term interest rate in US. We assume maximal models with two and three Gaussian factors, and we use forward rates to estimate the model's parameters. Based on that, we conclude that point estimates of SR should be taken...

Persistent link: https://www.econbiz.de/10014382809

How do fund rates affect the U.S. firms? : a threshold estimation

Sami, Mina; Eldomiaty, Tarek Ibrahim; Kamal, Mina - In: Central Bank review / Central Bank of the Republic of Turkey 20 (2020) 2, pp. 75-84

Purpose The financing of growth of the firm is quite sensitive to fluctuations in Fund rates. This requires a treatment of Fund rates being subject to structural shifts. This paper examines the impact of threshold Federal Fund Rate (FFR), being a proxy for Federal Reserve policy, on different...

Persistent link: https://www.econbiz.de/10012226173

Lending rate and carbon emissions nexus : evidence from the United States of America

Mohammed Yaw Broni; Hosen, Mosharrof; Mohammed, Hardi Nyagsi - In: Research in globalization 2 (2020), pp. 1-14

Being a threat to sustainable development, pollution has attracted the attention of major policymakers and researchers. This explains the growing interest shown by researchers in the energy economics debate, which is not without inconsistencies. Our objectives in this paper therefore are, to...

Persistent link: https://www.econbiz.de/10012486145

Examining US monetary spillover to Indonesian local currency government bonds in volatile periods

Nugraha, Muhammad Fajar - 2023

This study analyzes the magnitude of the US monetary policy spillover on the Indonesian local currency government bond yield, particularly when the Federal Reserve (Fed) implemented the quantitative easing (QE), tapering off, Fed fund rate (FFR) normalization, and quantitative tightening over...

Persistent link: https://www.econbiz.de/10014289870

The multifaceted impact of US trade policy on financial markets

Boer, Lukas; Menkhoff, Lukas; Rieth, Malte - In: Journal of applied econometrics 38 (2023) 3, pp. 388-406

Persistent link: https://www.econbiz.de/10014287995