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Total factor productivity of Thai banks in 2007-2010 : an application of DEA and Malmquist index

Ngo, Dang-thanh; Linh Thi Phuong Nguyen - In: Journal of applied finance & banking 2 (2012) 5, pp. 27-42

This research employs the Data Envelopment Analysis (DEA) and Malmquist index approaches to evaluate the efficiency and Total Factor Productivity (TFP) changes of Thai banking system in the period of 2007-2010 using panel data of 27 major banks in Thailand. This paper shows that the global...

Persistent link: https://www.econbiz.de/10010058698

Measuring the performance of the banking system case of Vietnam (1990-2010)

Ngo, Dang-Thanh - In: Journal of applied finance & banking 2 (2012) 2, pp. 289-312

Banking is the core of the financial system which has important role in attracting deposits to provide credits to borrowers, services to customers and booting the economic development. This paper applied a modified DEA window analysis to analyze the performance changes through time of the...

Persistent link: https://www.econbiz.de/10010009114

Network centrality and stock market volatility : the impact of communication topologies on prices

Hein, Oliver; Schwind, Michael; Spiwoks, Markus - In: Journal of finance and investment analysis 1 (2012) 1, pp. 199-232

We investigate the impact of agent communication networks on prices in an artificial stock market. Networks with different centralization measures are tested for their effect on the volatility of prices. Trading strategies diffuse through the different network topologies, mimetic contagion...

Persistent link: https://www.econbiz.de/10010079539

Dynamic speculative behaviors and mortgage bubbles in the real estate market of mainland China

Wang, Sheng - In: Journal of finance and investment analysis 1 (2012) 1, pp. 1-54

It is systemic to expound how that the speculative behaviors are driven by the number of a series housing policies promulgated by China's government for the real estate market. The market is resulted in full of speculative behaviors, and has been booming since the beginning of this decade, even...

Persistent link: https://www.econbiz.de/10010079547

The future of retirement and the pension system : how the public’s expectations vary over time and across socio-economic groups

Bissonnette, Luc; Soest, Arthur van - In: IZA Journal of European Labor Studies 1 (2012), pp. 1-21

We analyze expectations of the Dutch population ages 25 and older concerning future generosity of state and … until 2012 on individuals’ subjective expectations concerning changes between now and ten or twenty years from now in the … security benefits, and the average retirement age ten or twenty years from now. We find significant variation in expectations …

Persistent link: https://www.econbiz.de/10010082266

Initial endowment effects in multi-unit vickrey auctions

Akaichi, Faical; Nayga, Rodolfo M.; Gil, José M. - In: Advances in management & applied economics 2 (2012) 4, pp. 41-55

We report the result of experiments designed to assess the effect of initial endowments on willingness to pay values elicited from multi-unit Vickrey auctions. Comparing bids from an “endow and upgrade” approach with the “full bidding” approach, we find that the direction of the...

Persistent link: https://www.econbiz.de/10010097673

La teoría de juegos conductual, el dilema del viajero alternativo y la maximización de pagos

Moro, Rodrigo; Freidin, Esteban; Tohmé, Fernando; … - In: Estudios de economía 38 (2011) 2, pp. 457-473

Within the area of Behavioral game theory, we focus on a specific context, namely, on a game we called the Alternative traveler’s dilemma. In this context, we observe that participants tend to choose strictly dominated strategies. In order to explain similar tendencies in other games,...

Persistent link: https://www.econbiz.de/10010049042

Test of an inverted J-shape hypothesis between the expected real exchange rate and real output : the case of Ireland

Hsing, Yu - In: International journal of economic sciences and applied … 3 (2010) 1, pp. 39-47

Applying an open-economy macroeconomic model, incorporating the monetary policy reaction function and uncovering interest parity, this paper finds that the expected real exchange rate and real output exhibit an inverted J-shape relationship, suggesting that expected real depreciation increases...

Persistent link: https://www.econbiz.de/10009958051

Responsiveness of trade flows to changes in exchange rate and relative prices : evidence from Nigeria

Oyinlola, M. Abimbola; Adeniyi, Oluwatosin; Omisakin, … - In: International journal of economic sciences and applied … 3 (2010) 2, pp. 123-141

This paper examines the long-run and short-run impacts of exchange rate and price changes on trade flows in Nigeria using exports and imports functions. The bounds testing (ARDL) approach to cointegration is applied on a quarterly data from 1980 Q1 to 2007 Q4. The results indicate that in both...

Persistent link: https://www.econbiz.de/10009958054

A time-varying parameter vector autoregression model for forecasting emerging market exchange rates

Kumar, Manish - In: International journal of economic sciences and applied … 3 (2010) 2, pp. 21-39

In this study, a vector autoregression (VAR) model with time-varying parameters (TVP) to predict the daily Indian rupee (INR)/US dollar (USD) exchange rates for the Indian economy is developed. The method is based on characterization of the TVP as an optimal control problem. The methodology is a...

Persistent link: https://www.econbiz.de/10009958060