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The relationship between stock price volatility and dividend policy remains a “puzzle” with conflicting evidences. The objective of this study is to attempt to shed light on this debate with the help of relatively advanced GMM methods and quantile regressions on the stocks listed in the Dow...
Persistent link: https://www.econbiz.de/10015263900
The aim of this paper is to investigate the impact of public sentiment on tail risk forecasting. In this framework, we extend the Realized Exponential GARCH model to directly incorporate information from realized volatility measures and exogenous variables. Several indices related to social...
Persistent link: https://www.econbiz.de/10015267642
The aim of this paper is to investigate the impact of public sentiment on tail risk forecasting. In this framework, we extend the Realized Exponential GARCH model to directly incorporate information from realized volatility measures and exogenous variables, thus resulting in a novel dynamically...
Persistent link: https://www.econbiz.de/10015270003
Repeated financial crises helped the growth of Islamic banks as an alternative asset for investment. Similar to conventional banks, Islamic banks also depend on depositors’ money as their source of funds. The profit rate of Islamic banks is expected to influence the amount of funds deposited...
Persistent link: https://www.econbiz.de/10015217256
Banks play an important role as intermediaries between the savers and the borrowers in an economy. One issue, however, that the banks face during the development process is the increase in the non-performing loans (NPL) in the developing economies. In particular, during the financial crisis,...
Persistent link: https://www.econbiz.de/10015222758
The Islamic banks have had a steady growth particularly since the financial crisis of 2007-2008. It is , therefore, pertinent to ask what the drivers of Islamic bank deposits are. This paper is focused on answering that question. The standard time series techniques are employed for the analysis....
Persistent link: https://www.econbiz.de/10015222764
The study investigates the asymmetrical effects of macroeconomic performance variables (if any) on other depository corporations. Maldives is taken as a case study. The variables selected for macroeconomic presentation are Trade Balance, Exchange Rate, Consumer Price Index, Broad Money Supply...
Persistent link: https://www.econbiz.de/10015260092
An inimitable attribute of Islamic banking, in theory, is its risk sharing paradigm. However, even after almost three decades from its inception, the vital stratagem of Islamic banking is still to replicate the products/services offered by conventional banks. This means that deposit rates should...
Persistent link: https://www.econbiz.de/10015267231
This paper analyses Islamic and conventional banks’ margins in Malaysia using panel data estimation technique. The results tend to suggest that there exist substantial differences between Islamic and conventional banks in terms of factors determining banks’ margins. Specifically, this study...
Persistent link: https://www.econbiz.de/10015267388
Credit risk analysis is a key to a better financial risk management. This issue has been the primary focus of financial and banking industry since loans are the largest and most prominent source of credit risk. Unlike the conventional banking, there is a lack of empirical study on credit risk...
Persistent link: https://www.econbiz.de/10015238164