We examine the impact of ownership on income diversification and risk for Indian banks over the period 2001–2009. We investigate both the determinants of non-interest income and the impact of diversification on various profitability and insolvency risk measures for public sector, private...

Using probability distribution techniques, this article explores whether any differences exist between the returns and volatility of yen/dollar spot markets in Tokyo, London and New York. After the intraday returns were fit into probability distributions, New York is found to have the highest...

This study examines the statistical properties of volatility among New York, Tokyo, Taiwan, South Korea, Singapore and Hong Kong stock markets. Fractal dimensions, probability distribution and two-point volatility correlation are used to measure and compare volatility among the six over the...