Purpose The economic and financial literature dealing with the subject of bank profitability has often been based in the measurement of banking results on three main indicators: ROA, ROE and MIN. This article aims to determine and analyze the different determinants that influence bank...

Purpose This paper provides an important perspective to the predictive capacity of Fed and European Central Bank (ECB) meeting dates and production announcements for the dynamic conditional correlation (DCC) between Bitcoin and energy commodities returns and volatilities during the period from...

The main purpose of this study is to investigate empirically the impact of energy consumption and economic growth on the environmental degradation as measured by CO2 emissions. We utilize the cointegration test, the fully modified OLS, and the panel causality to examine the causality between...

Purpose - This paper aims to provide an important perspective to the predictive capacity of Organization of the Petroleum Exporting Countries (OPEC) meeting dates and production announcements for energy futures (crude oil West Texas Intermediate (WTI), gasoline reformulated gasoline blendstock...

In this paper, we examine empirically the day-of-the-week effect on the Tunisian stock exchange index (TUNINDEX) return and volatility. We use three multivariate general autoregressive conditional heteroscedasticity models (GARCH (1,1), EGARCH (1,1), and TGARCH (1,1)) to examine the presence of...

In the last decade of the financial crisis of 2007, the international financial system appeared to be on the brink of a major systemic crisis which leads to a failure of a systemically important European bank. This type of scenario highlights the need for identifying and measuring of the...

Business performance has attracted researchers' attention in the literature of corporate finance over the past decades. However, in the context of the insurance sector, they have given some attention. There are many factors to consider when looking at insurance companies. More than anything,...

From the appearance of an unknown virus in China to a "black Monday" which has seen markets fall like never since the end of 2008: in two months, the COVID-19 epidemic has brought the world economy to its knees. The current coronavirus epidemic that has started in China is a real tragedy for...

There is an extensive amount of financial literature which focuses on the relationship between the day of the week effect and the returns assets. This relation is developed well by several researchers. Whereas, the obtained results to differentiate from a study to the other one. Thus,...

The purpose of the study is to examine the profitability indicators of commercial banks of Tunisian explored in 2003-2010. The net interest margin (NIM) is used as profitability measure to determine the affect of bank-specific, macroeconomic indicators, financial development indicators and bank...