The primary aim of this study is to examine the effect of bank-specific and macroeconomic determinants of Indian bank’s profitability over a period of ten years. The study classifies banks’ ownership into public banks, private banks and foreign banks. A balanced panel data of 87 banks over a...

We investigate the return and volatility spillovers from major UK banks to Financial Times Stock Exchange 100 (FTSE 100) index using Gaussian estimation and continuous time models as well as discrete time multivariate GARCH (MGARCH) modelling approaches. Using daily, weekly and monthly data over...