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Dynamic impact of banking performance on financial stability: Fresh evidence from Southeastern Europe

Zeqiraj, Veton; Mrasori, Flamur; Iskenderoglu, Omer - In: Journal of Central Banking Theory and Practice 10 (2021) 1, pp. 165-181

This study addresses the issue of whether banking performance impacts financial stability in Southeastern European countries. To answer this question, the GMM approach has been applied in the analyses of the panel data over the period 2000-2015 for Southeastern Europe. The findings reveal the...

Persistent link: https://www.econbiz.de/10014558499

Econophysical bourse volatility: Global evidence

Ghosh, Bikramaditya - In: Journal of Central Banking Theory and Practice 9 (2020) 2, pp. 87-107

bubble in any stock market (bourse) across the geographical boundaries. This study examines forty two bourses (representing … embedded volatility, herd behaviour and nascent bubble. Overall the volatility distribution has been found to be Gaussian in … percent of indices under consideration showed traces of mild herd as well as bubble. The same indices were all found to be …

Persistent link: https://www.econbiz.de/10014558389

Effects of macroeconomic environment on non-performing loans and financial stability: Case of Bosnia and Herzegovina

Kozarić, Kemal; Dželihodžić, Emina Žunić - In: Journal of Central Banking Theory and Practice 9 (2020) 2, pp. 5-17

This paper analyses the impact of macroeconomic conditions on non-performing loans and financial stability in Bosnia and Herzegovina`s banking sector. The aim of this paper is to identify the effects of macroeconomic conditions on non-performing loans and the banking sector`s financial...

Persistent link: https://www.econbiz.de/10014558381

Financial cycle: A critical analysis of the methodology for its identification

Kurowski, Łukasz - In: Journal of Central Banking Theory and Practice 10 (2021) 3, pp. 99-116

While the legitimacy of the concept of the financial cycle (as distinct from the business cycle) in research and economic policy after the experience of the global financial crisis raises no concerns, the methodology for its application has become a subject of discussion. The purpose of this...

Persistent link: https://www.econbiz.de/10014558401

Financial stability and climate change

Fabris, Nikola - In: Journal of Central Banking Theory and Practice 9 (2020) 3, pp. 27-43

Fighting climate change is one of the biggest challenges in the 21st century. Climate change that leads to global warming has been increasingly visible in our environment. Extreme weather conditions such as hurricanes, floods, and droughts have been escalating and their acceleration can be...

Persistent link: https://www.econbiz.de/10014558405

Does bank competition enhance or hinder financial stability? Evidence from Indian banking

Rakshit, Bijoy; Bardhan, Samaresh - In: Journal of Central Banking Theory and Practice 9 (2020) S1, pp. 75-102

The primary purpose of this paper is to empirically investigate the impact of bank competition on financial stability in India. We use a dynamic panel model to examine whether an increase in bank competition hindrances financial stability of commercial banks in India over the period 1996 to...

Persistent link: https://www.econbiz.de/10014558423

A financial stability index for Jordan

Al-Rjoub, Samer - In: Journal of Central Banking Theory and Practice 10 (2021) 2, pp. 157-178

Financial stability is an important part of the Central Bank of Jordan (CBJ) role in parallel with maintenance of monetary stability. The impact of the global financial crises from 2007-2009 and the economic slowdown has left the Jordanian banking sector in a generally weaker position than...

Persistent link: https://www.econbiz.de/10014558447

Role of regulatory governance in financial stability: A comparison of high and low income countries

Ullah, Saif; Hussain, Sayed Irshad; Mubashir, Khurram Ali - In: Journal of Central Banking Theory and Practice 11 (2022) 1, pp. 207-226

This study explores the effect of regulatory governance on financial stability using cross-sectional data from 55 countries. The findings show that regulatory governance and various subcomponents of regulatory governance are positively correlated with financial stability in the selected...

Persistent link: https://www.econbiz.de/10014558462

Macroprudential liquidity stress test: An application to Indonesian banks

Taruna, Aditya Anta; Harun, Cicilia Anggadewi; Nattan, … - In: Journal of Central Banking Theory and Practice 9 (2020) S1, pp. 165-187

This paper develops a macroprudential liquidity stress test model for Indonesian banks. Our model incorporates two factors driving liquidity runs: (i) idiosyncratic factors; and (ii) macroeconomic factors. We estimate this model using a sample of 113 banks over the period of January 2011 to June...

Persistent link: https://www.econbiz.de/10014558465

Fintech and financial stability potential influence of FinTech on financial stability, risks and benefits

Vučinić, Milena - In: Journal of Central Banking Theory and Practice 9 (2020) 2, pp. 43-66

Since the last global financial crisis supervisory mechanisms and regulations have become more stringent which have significantly improved resilience of banks therefore positively affecting financial stability. Apart from traditional financial institutions which have been supervised according to...

Persistent link: https://www.econbiz.de/10014558484