Some paper which have been finalized are listed below. Others are in review. Chapter 1: Synergy in Motion: Financial Institutions Fostering Financial Stability -- Chapter 2: Riding the Waves: Embracing Volatility in Financial Market -- Chapter 3: A Trifecta for Inclusive development: Women's...

This paper focuses on the issue of the information asymmetry between <p> the Federal Reserve Bank and commercial forecasters. Previous theoretical and <p> empirical evidence suggests that in the absence of confidential supervisory <p> information, commercial forecasters either under- or over- predict...</p></p></p>

This paper examines the effects of quantitative easing (QE) announcements by the European Central Bank, the Bank of Japan and the Bank of England on exchange rate dynamics. Using intraday data of three major exchange rates (EUR/USD, GBP/USD, JPY/USD),we apply a univariate APARCH(1,1) model and...

This paper focuses on the issue of the information asymmetry between the Federal Reserve Bank and commercial forecasters. Previous theoretical and empirical evidence suggest that in the absence of confidential supervisory information, commercial forecasters either under- or over- predict future...

This paper examines the impact of the four unconventional monetary policy announcements followed by the European Central Bank on the stock price of European banks, as well as on the STOXX Europe 600 Banks index, from January 2010 to December 2016. The results show that there is a positive...

This paper examines the effects of the unconventional monetary policy (UMP) launched by the European Central Bank on the cross-market correlations between bond, stock and currency forward markets. Using a dynamic conditional correlation analysis and several robustness tests, we investigate...