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Does financial inclusion affect monetary policy in SAARC countries?

Lenka, Sanjaya Kumar; Bairwa, Arun Kumar - In: Cogent economics & finance 4 (2016) 1, pp. 1-8

Alike the role of heart for human body, finance is the focal point of an economy, whereas savings and investment are its tubes and vessels. Hence, a solid financial system is a fundamental character of an enduring economy. The frozen financial system endures longer if its foundation is concrete...

Persistent link: https://www.econbiz.de/10011450361

The impact of monetary policy and credit risk on bank credit behavior : an analysis of banks listed on the Indonesian stock exchange

Anwar, Cep Jandi; Suhendra, Indra; Didu, Saharuddin; … - In: Cogent economics & finance 11 (2023) 1, pp. 1-18

The study investigates macroeconomic and bank-specific determinants of credit for commercial banks from 2010Q1-2022.Q4 … in Indonesia. The banking credit is divided into an investment, working capital, and consumption credits. The study aims … method of moment (GMM) estimator is employed to investigate the impact of central bank rates and credit risk on credit …

Persistent link: https://www.econbiz.de/10014500874

The role of bank capital on the bank lending channel of monetary policy transmission : an application of marginal analysis approach

Thanh Phuc Nguyen; Thi Thu Hong Dinh - In: Cogent economics & finance 10 (2022) 1, pp. 1-40

While there is a large body of research on the bank lending channel of monetary policy transmission and the distributional dependence of this transmission on bank characteristics, the asymmetric effect of bank capital on monetary policy-bank loan supply nexus has been ignored. To fill this void,...

Persistent link: https://www.econbiz.de/10013461875

Linkages among commodity futures prices in the recent financial crisis : an application of cointegration tests with a structural break

Tsuchiya, Yoichi - In: Cogent economics & finance 3 (2015) 1, pp. 1-13

In this study, we investigate the existence of long-term co-movements among the prices of commodity futures contracts. We use a cointegration test, which accounts for the presence of a structural break. We show that while there is a long-term relationship among agricultural and among...

Persistent link: https://www.econbiz.de/10010492392

Speculative bubbles and contagion : analysis of volatility's clusters during the DotCom bubble based on the dynamic conditional correlation model

Herwarth Kohn, Maximilian-Benedikt; Pereira, Pedro L. Valls - In: Cogent economics & finance 5 (2017) 1, pp. 1-28

Reviewing the definition and measurement of speculative bubbles in context of contagion, this paper analyses the DotCom bubble in American and European equity markets using the dynamic conditional correlation (DCC) model proposed as on one hand as an econometrics explanation and on the other...

Persistent link: https://www.econbiz.de/10011887512

Monetary policy, COVID-19 immunization, and risk in the US stock markets

Baek, Seungho; Lee, Kwan Yong - In: Cogent economics & finance 10 (2022) 1, pp. 1-12

We examine how monetary policy of the Federal Reserve System, COVID-19 mortality cases, and vaccinations are associated with the US stock market volatility during the pandemic period. Using the wavelet coherence analysis, we first find that there is a positive relationship between the volatility...

Persistent link: https://www.econbiz.de/10014500407

Impact of geo-political risk on stocks, oil, and gold returns during GFC, COVID-19, and Russian-Ukraine War

Shaik, Muneer; Jamil, Syed Ahsan; Hawaldar, Iqbal Thonse; … - In: Cogent economics & finance 11 (2023) 1, pp. 1-14

The study uses wavelet power spectrum and wavelet coherence transformation methodologies to examine how geopolitical risk affected the returns on stocks, oil, and gold during the GFC, COVID-19, and Russia-Ukraine war-three disruptive events that affected the world's financial markets. For better...

Persistent link: https://www.econbiz.de/10014500724

The Vietnamese lending rate, policy-related rate, and monetary policy post-1997 Asian financial crisis

Nguyen, Chu V. - In: Cogent economics & finance 3 (2015) 1, pp. 1-13

Asymmetries in the Vietnamese lending central bank's policy-related rate spread were documented. Empirical results revealed that the spread adjusts to the threshold faster when the central bank's policy-related rates decrease relative to the lending rates than when the central bank's...

Persistent link: https://www.econbiz.de/10011449652

Financial stability, wealth effects and optimal macroeconomic policy combination in the United Kingdom : a new-Keynesian dynamic stochastic general equilibrium framework

Nasir, Muhammad Ali; Yago, Milton; Soliman, Alaa M.; … - In: Cogent economics & finance 4 (2016) 1, pp. 1-25

This study derives an optimal macroeconomic policy combination for financial sector stability in the United Kingdom by employing a New Keynesian Dynamic Stochastic General Equilibrium (NK-DSGE) framework. The empirical results obtained show that disciplined fiscal and accommodative monetary...

Persistent link: https://www.econbiz.de/10011450563

Forex and financial markets dynamics : a case of China and ASEAN

Akram, Mohammad Uzair; Malik, Kashif Zaheer; Imtiaz, Ali; … - In: Cogent economics & finance 8 (2020) 1, pp. 1-15

The paper aims to investigate the possible dual causality between exchange rates and stock indices of China and ASEAN using Structural Vector Auto-Regressive Model (SVAR). The paper has analysed the dynamic relationships between the Yuan and the Shanghai Composite Index and Shenzhen Stock Index...

Persistent link: https://www.econbiz.de/10012024028