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Implications of bank ownership for the credit channel of monetary policy transmission: Evidence from India

Bhaumik, Sumon Kumar; Dang, Vinh; Kutan, Ali M. - In: Journal of Banking & Finance 35 (2011) 9, pp. 2418-2428

Using bank-level data from India, we examine the impact of ownership on the reaction of banks to monetary policy, and also test whether the reaction of different types of banks to monetary policy changes is different in easy and tight policy regimes. Our results suggest that there are...

Persistent link: https://www.econbiz.de/10009249305

Modeling and predicting the market volatility index: The case of VKOSPI

Han, Heejoon; Kutan, Ali M.; Ryu, Doojin - Institut für Weltwirtschaft (IfW) - 2015

The KOSPI 200 options are one of the most actively traded derivatives in the world. This paper empirically examines (a) the statistical properties of the Korea's representative implied volatility index (VKOSPI) derived from the KOSPI 200 options and (b) macroeconomic and financial variables that...

Persistent link: https://www.econbiz.de/10011170357

Implications of bank ownership for the credit channel of monetary policy transmission: Evidence from India

Bhaumik, Sumon Kumar; Dang, Vinh; Kutan, Ali M. - William Davidson Institute, University of Michigan - 2010

Many developing and emerging markets have high degrees of state bank ownership. In addition, the recent global financial crisis has led to significant state ownership of banking assets in developed countries such as the United Kingdom. These observations beg the question of whether the...

Persistent link: https://www.econbiz.de/10008606477

Effects of the US stock market return and volatility on the VKOSPI

Han, Heejoon; Kutan, Ali M.; Ryu, Doojin - In: Economics: The Open-Access, Open-Assessment E-Journal 9 (2015) 2015-35, pp. 1-34

The KOSPI (Korea Composite Stock Price Index) 200 options are one of the most actively traded derivatives in the world. This paper empirically examines (a) the statistical properties of the Korea's representative implied volatility index (VKOSPI) derived from the KOSPI 200 options and (b) the...

Persistent link: https://www.econbiz.de/10011379844

Implications of bank ownership for the credit channel ofmonetary policy transmission:Evidence from India

Bhaumik, Sumon Kumar; Dang, Vinh; Kutan, Ali M. - William Davidson Institute <Ann Arbor, Mich.> - 2010

Many developing and emerging markets have high degrees of state bank ownership. In addition, therecent global financial crisis has led to significant state ownership of banking assets in developedcountries such as the United Kingdom. These observations beg the question of whether...

Persistent link: https://www.econbiz.de/10009360487

Convergence of Candidate Countries to the European Union

Yigit, M. Taner; Kutan, Ali M. - İktisat Bölümü, Bilkent Üniversitesi - 2004

Persistent link: https://www.econbiz.de/10005515775

Pilgrims to Eurozone: How Far, How Fast

Kocenda, Evzen; Kutan, Ali M.; Yigit, M. Taner - İktisat Bölümü, Bilkent Üniversitesi - 2005

Persistent link: https://www.econbiz.de/10005515788

European Integration, Productivity Growth and Real Convergence

Yigit, M. Taner; Kutan, Ali M. - İktisat Bölümü, Bilkent Üniversitesi - 2004

Persistent link: https://www.econbiz.de/10005212503

Modeling and predicting the market volatility index: The case of VKOSPI

Han, Heejoon; Kutan, Ali M.; Ryu, Doojin - 2015

Persistent link: https://www.econbiz.de/10010478805

How Effective are Stock Market Reforms in Emerging Market Economies? Evidence from a Panel VAR Model of the Indian Stock Market

Bhaumik, Sumon Kumar; Chakrabarty, Manisha; Kutan, Ali M.; … - 2018

The paper uses a panel VAR framework to estimate the impact of a series of reforms aimed at reducing transactions cost and information cost in India’s secondary market for equity, on trading cost and trading volume. In particular, we focus on the reforms that were introduced after the creation...

Persistent link: https://www.econbiz.de/10011950270