Showing 1 - 10 of 24,719
This paper examines whether there is a causal relationship between bank loans and deposits in the Vietnamese banking … system and the efficiency of the use of loans and deposits by the Vietnamese banks. In a country such as Vietnam, where inter …-bank money markets are relatively underdeveloped, one would expect a reasonably strong relationship between deposits and loans. A …
Persistent link: https://www.econbiz.de/10011996079
This paper examines whether there is a causal relationship between bank loans and deposits in the Vietnamese banking … system and the efficiency of the use of loans and deposits by the Vietnamese banks. In a country such as Vietnam, where inter …-bank money markets are relatively underdeveloped, one would expect a reasonably strong relationship between deposits and loans. A …
Persistent link: https://www.econbiz.de/10011848343
That the global market for derivatives has expanded beyond recognition is well known. What is not know is how this market interacts with economic activity. We provide the first empirical characterization of interdependencies between OECD economic activity and the global OTC derivatives market....
Persistent link: https://www.econbiz.de/10011669020
The prototypical Lee-Carter mortality model is characterized by a single common time factor that loads differently across age groups. In this paper, we propose a parametric factor model for the term structure of mortality where multiple factors are designed to influence the age groups...
Persistent link: https://www.econbiz.de/10012025646
In this paper, we test cointegration between GDP and Public consumption of the Republic of North Macedonia, for … quarterly data of twenty years' time series (2000Q1-2019Q4). We present results of two methods for cointegration test: first …, residual regression test table and second, Engle & Granger cointegration test and Philips Ouliaris test. Both methods provides …
Persistent link: https://www.econbiz.de/10013489691
and Togo. This investigation is based on Johansen cointegration approach and Granger causality tests. The findings suggest …
Persistent link: https://www.econbiz.de/10005510369
cointegration procedure proposed by Pesaran et al. (2001) is employed to compute the short and long-run elasticities of income and …
Persistent link: https://www.econbiz.de/10005623458
It is argued that whether or not there is a need for unit roots and cointegration based econometric methods is a …
Persistent link: https://www.econbiz.de/10005790324
That the global market for derivatives has expanded beyond recognition is well known. What is not know is how this market interacts with economic activity. We provide the first empirical characterization of interdependencies between OECD economic activity and the global OTC derivatives market....
Persistent link: https://www.econbiz.de/10011843291
The prototypical Lee-Carter mortality model is characterized by a single common time factor that loads differently across age groups. In this paper, we propose a parametric factor model for the term structure of mortality where multiple factors are designed to influence the age groups...
Persistent link: https://www.econbiz.de/10012696224