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The bank-lending channel of monetary policy transmission in a dual banking system : empirical evidence from panel VAR modeling
Boukhatem, Jamel; Djelassi, Mouldi - In: Cogent economics & finance 10 (2022) 1, pp. 1-24
This paper applied the panel VAR approach and the Impulse Response Functions to investigate the differences in the monetary transmission processes of Islamic and conventional banks using disaggregated bank-level data for Saudi Arabia over the period 2008Q1-2020Q4. Our findings show that: i)...
Persistent link: https://www.econbiz.de/10013400126
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Effect of mutual funds characteristics on their performance and trading strategy : a dynamic panel approach
Kaur, Inderjit - In: Cogent economics & finance 6 (2018) 1, pp. 1-17
Investors search for criteria that are systematically related to performance of mutual funds so as to maximize their … personal return. The present study is on effect of selected fund characteristics on performance of the mutual funds. The data …'s performance, flow to funds, and cash ratio explained the fund performance measured with conditional Carhart alpha. Thus, earlier …
Persistent link: https://www.econbiz.de/10012023053
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A direct and full-information estimation of the distribution of skill in the mutual fund industry
Andrikogiannopoulou, Angie; Papakonstantinou, Filippos - 2014
alpha. Our approach improves out-of-sample portfolio performance and significantly alters asset allocation decisions …
Persistent link: https://www.econbiz.de/10010412658