Search Results - subject_exact:"Interest rate"

Macroeconomic determinants and green assets in explaining stock return dynamics : evidence from Indonesia

Nurdina, Nurdina; Nurkholis, Nurkholis; Adib, Noval; … - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015620137

Impact of macro-economic factors on CEO compensation : evidence from JSE-listed banks

Marozva, Rudo Rachel; Maloa, Frans - 2026

The debate over CEO compensation persists despite extensive efforts by academics and technocrats to understand its determinants. Most research has focused on how firm-specific characteristics and CEO-specific traits influence CEO compensation. However, the results have been contradictory,...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015626013

Fiscal demographic reversal

Miyamoto, Hiroaki; Shinohara, Hiroaki - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015638665

Modeling the dynamic relationship between stock market performance and key macroeconomic indicators in Saudi Arabia : an ARDL-ECM approach

Elsharif, Mohamed Sharif Bashir; Mohd, Sharif - 2026

This study investigates the short-term and long-term impacts of gross domestic product (GDP), inflation, foreign capital flows, trade balance and interest rate on stock market performance in Saudi Arabia for the period 1990-2023. The autoregressive distributed lag (ARDL) approach and error...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10016059553

Monetary determinants of house prices in the European countries

Shevchuk, Viktor; Kopych, Roman - 2026

Objective: The aim of this article is to investigate monetary policy effects on the house prices for the panel of 12 Central and Eastern European (CEE-12) countries, 12 small European countries (EU-12) and 5 largest European countries plus the UK (EU-6). Research Design & Methods: A...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10016061886

Monetary policy shocks and household indebtedness in South Africa

Masina, Anniter Amanda; Maredza, Andrew - 2026

This study examines the impact of monetary policy shocks on South African household indebtedness between 1990 and 2021. Utilizing annual time-series data from the South African Reserve Bank and FRED through an auto-regressive distributed lag (ARDL) model, the research identifies a significant...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10016089982

Does consumer confidence matter? : reconsidering the relationship between interest rates and dollarization in Turkey

Demirhan, Banu - 2026

This study examines deposit and credit dollarization in Turkey, with a particular focus on whether consumer confidence moderates the relationship between interest rates and dollarization. Using monthly data from January 2012 to May 2025, we estimate an autoregressive distributed lag model as the...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10016093300

An integrated risk management methodology for deposits and loans

Hackworth, Gregory R.; Tian, Weidong; Vandenberg, Michael R. - 2025

This paper presents an integrated risk management methodology for measuring and managing the economics, risks, and financial resources/constraints related to deposits and loans in a commercial bank. Within a comprehensive and integrated framework, we develop valuation and risk models for all...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015358910

CSR of foreign banks from Central and Eastern Europe : an international comparison

Panait, Mirela; Voica, Marian Cătălin; Palazzo, Maria; … - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015632564

Bubble mitigation policies: counterfactual analysis and treatment effect inference

Chen, Ye; Phillips, Peter C. B.; Shi, Shuping - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015417473

Financial policies and corporate income tax administration in Nigeria

Omodero, Cordelia Onyinyechi; Yado, Joy Limaro - 2025

Corporate taxation assumes a pivotal role in all economies, as it constitutes a substantial source of revenue for governmental agencies tasked with fulfilling social obligations. Nonetheless, modifications in financial policies and the unpredictability of macroeconomic factors result in a...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015436970

Impact of corporate governance and ERM on bank risk : a US - UK comparative analysis

Norhayati Zakuan; Hanini Ilyana Che Hashim - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10016089856

Interest rate policy and the assets and financial results of central banks in selected European Union member states

Misztal, Piotr - 2025

In reaction to the 2008 global financial crisis, central banks made large-scale asset acquisitions using their reserves. This unusual monetary strategy has persisted throughout the pandemic, and in certain cases beyond 2022. By then, central bank balance sheets had grown by up to tenfold. Then,...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015458696

The overstated effects of conventional monetary policy on output and prices

Enzinger, Matthias; Gechert, Sebastian; Heimberger, Philipp - 2025

We build a dataset of output and price effects of conventional monetary policy containing 146,463 point estimates and confidence bands from 4,871 impulse-response functions in 409 primary studies. Simple average responses suggest that interest rate hikes substantially dampen output and prices....

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015462516

A note on keynesian models used in standard textbooks

Seitz, Franz - 2025

This article shows that there is a methodological problem in the traditional IS-LM model. If production cannot be sufficiently adjusted downwards, there is no uniform interest rate that simultaneously clears the money and goods markets. An extension of the credit market in the tradition of the...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015475208

The threshold effects of inflation rate, interest rate, and exchange rate on economic growth in Nigeria

Oyadeyi, Olajide O.; Osinubi, Tolulope Temilola; … - 2025

The study examines the optimum threshold effects of interest rates, inflation rates, and exchange rates in stimulating economic growth in Nigeria. The study adopts the threshold regression technique to ascertain the optimal benchmark beyond which these macroeconomic variables hurt growth. The...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10016084846

Gambling with ocean hazards : interest rates and sea loans in colonial connections (Portugal, 1600-1800)

Costa, Leonor Freire; Albuquerque, Tomas Pinto - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10016086448

Did the Bank of England's quantitative easing programme become fiscally wasteful?

Bleaney, Michael F. - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10016083945

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Did the Bank of England's quantitative easing programme become fiscally wasteful?

Bleaney, Michael F. - 2024

Book / Working Paper

An econometric analysis of inflation, exchange rate, and interest rate on stock market performance in South Africa

Trecy, Maake; Donald, Semosa; Kanayo, Ogujiuba; … - 2024

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015101838

The joint determination of haircuts and interest rates for collateralized loans in shadow banking

Hao, Jinji - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015549154

Taylor rule and shadow rates : theory and empirical analysis

Lupiani, Camilla - 2024

Persistent link: https://ebvufind01.dmz1.zbw.eu/10014482859

Empirical evidence of dynamic interactions among price level, interest rate, money supply and real income : the case of the Indian economy

Rasool, Haroon; Adil, Masudul Hasan; Tarique, Md. - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015423919

Differential taxation in agricultural credit market

Regmi, Madhav; Featherstone, Allen M. - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015463611

The dynamic linkages among gold prices, stock prices, the exchange rate and interest rate in South Africa

Ndlovu, Thabang; Ndlovu, Nozibusiso Mavuso - 2024

Persistent link: https://ebvufind01.dmz1.zbw.eu/10014486916

Lending relationships of firms for a just transition

Saharti, Mohammed; Saeed, Asif; Chaudhry, Sajid M.; … - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015458846

Bond indices maturities and changing macroeconomic conditions : evidence from South Africa

Moodley, Fabian - 2024

Persistent link: https://ebvufind01.dmz1.zbw.eu/10014486924

Consumer debt and poverty: the default risk gap

Bertoletti, Lucía; Borraz, Fernando; Sanroman, Graciela - 2024

Persistent link: https://ebvufind01.dmz1.zbw.eu/10014533457

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Consumer debt and poverty : the default risk gap

Bertoletti, Lucía; Borraz, Fernando; Sanroman, Graciela - 2024

Book / Working Paper

Determinants of bank credit by commercial banks in India

Shveta Singh; Bhall, Rohtash; Berwal, Kavita - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015614986

Regression analysis of factors impacting interest rates

Wang, Guizhou; Hausken, Kjell - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015549346

How do interest rates effect consumption in the UK?

O'Donnell, Matthew; Vasilev, Aleksandar - 2024

This chapter analyses the link between interest rates and consumption in the UK and will allow better understanding of the relationship between these two variables, as this is extremely important to the Bank of England and the monetary policy that it adopts. Analysis of the empirical evidence...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10014519394

Monetary policy transmission under pandemic uncertainty : Eeffect on banks' risk and capital adjustments

Toh, Moau Yong; Dekui, Jia - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015482540

Climate risk, bank lending and monetary policy

Altavilla, Carlo; Boucinha, Miguel; Pagano, Marco; … - 2024

Combining euro-area credit register and carbon emission data, we provide evidence of a climate risk-taking channel in banks' lending policies. Banks charge higher interest rates to firms featuring greater carbon emissions, and lower rates to firms committing to lower emissions, controlling for...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015160646

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Climate risk, bank lending and monetary policy

Altavilla, Carlo; Boucinha, Miguel; Pagano, Marco; … - 2023

Book / Working Paper

Climate risk, bank lending and monetary policy

Altavilla, Carlo; Boucinha, Miguel; Pagano, Marco; … - 2023

Book / Working Paper

Climate risk, bank lending and monetary policy

Altavilla, Carlo; Boucinha, Miguel; Pagano, Marco; … - 2023

Book / Working Paper

Reforming the Dutch pension system to ensure sustainability

Westerhout, Ed W. M. T.; Ponds, Eduard; Zwaneveld, Peter J. - 2024

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015167040

Interest rate and wages : the distributional role of bank credit to workers in the surplus approach

Zolea, Riccardo - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015515722

Navigating investment choices : determinants of corporate investment strategies in Japan's nonfinancial sector

Mensah, Leviticus; Arhinful, Richard; Obeng, Hayford Asare - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015667581

Unveiling the dynamics : exploring the relationship between emerging stock market prices and macroeconomic factors through ardl analysis

Gümüş, Nihat; Baba, Murtala Mustapha - 2024

Using a panel ARDL model, this study examines the relationship between stock prices and prices in other marketplaces. Examining data for 19 emerging market nations from January 2004 to December 2022, the study investigates how gold prices, interest rates, exchange rates, and inflation affect...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015375477

Relationship among macroeconomic factors and stock prices : cointegration approach from the Indian stock market

Keswani, Sarika; Puri, Veerma; Jha, Rimjhim - 2024

The performance of a stock market is intrinsically linked to the broader financial and economic landscape of a country. Stock prices, as integral indicators, not only mirror the financial health and collective economic circumstances of a nation but also serve as crucial barometers of tangible...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015375604

Macroeconomic conditions, cash holdings, and financial constraints in restaurant firms

Kizildag, Murat; Ozdemir, Ozgur; Dogru, Tarik; Demirer, … - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015671736

The impact of debt and deficits on long term interest rates in the US

Furceri, Davide; Gonçalves, Carlos Eduardo Soares; Li, … - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015454418

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The Impact of Debt and Deficits on Long-Term Interest Rates in the US

Furceri, Davide - 2025

Book / Working Paper

Driving forces of the consumer price index during the crises in the Eurozone : heterogeneous panel approach

Pejčić, Jovica; Glavaški, Olgica; Beljić, Marina - 2024

This paper examines key driving forces of inflationary pressures, taking into account supply and demand side determinants and actions of policy makers, during the pandemic and geopolitical crises in the Eurozone. Using heterogeneous nonstationary macro-panel models, especially the Mean Group...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015198319

Optimal monetary policy framework in an emerging market economy under sanctions pressure and restrictions on capital flows

Kharitonchik, Anatoly - 2024

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015446015

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Optimal monetary policy framework in an emerging market economy under sanctions pressure and restrictions on capital flows

Kharitonchik, Anatoly - 2024

Article

Consumer debt and poverty : the default risk gap

Bertoletti, Lucía; Borraz, Fernando; Sanroman, Graciela - 2024

This paper examines the disparity in default risk between vulnerable and non-vulnerable populations in consumer lending. We merge an exhaustive registry of loans granted in the financial system with microdata on vulnerable individuals applying for social programs. We estimate the sources of this...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10014557435

Show one more version 1

Consumer debt and poverty: the default risk gap

Bertoletti, Lucía; Borraz, Fernando; Sanroman, Graciela - 2024

Book / Working Paper

Climate risk, bank lending and monetary policy

Altavilla, Carlo; Boucinha, Miguel; Pagano, Marco; … - 2024

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015160646

Show 3 more versions 3

Climate risk, bank lending and monetary policy

Altavilla, Carlo; Boucinha, Miguel; Pagano, Marco; … - 2023

Book / Working Paper

Climate risk, bank lending and monetary policy

Altavilla, Carlo; Boucinha, Miguel; Pagano, Marco; … - 2023

Book / Working Paper

Climate risk, bank lending and monetary policy

Altavilla, Carlo; Boucinha, Miguel; Pagano, Marco; … - 2023

Book / Working Paper

Demand for consumer loans in Russia : how strong is the interest rate channel of monetary policy?

Sinyakov, Andrey A.; Shelovanova, Tatyana I. - 2024

The booming retail trade and the above-target consumer prices inflation in 2023-2024 in Russia, amid tightening monetary policy stance, raise an issue of the strength of the monetary policy interest rate channel. The focus of our paper is the interest rate elasticity (given inflation...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015396375

Impact of sovereign debt maturity on fiscal sustainability

Afonso, António; Alves, José; Matvejevs, Oļegs; … - 2024

In addition to the significant increase in the public debt ratio over the last decades, another major change has been the substantial increase in the maturity of sovereign borrowing. This study is the first to investigate the impact of the term structure of public debt on fiscal sustainability....

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015125552

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Impact of sovereign debt maturity on fiscal sustainability

Afonso, António; Alves, José; Matvejevs, Ol̨egs; … - 2024

Book / Working Paper

Beyond the bubble : empirical evidence on asset pricing under persistent low interest rates

Shimizu, Chihiro - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015617260

International evidence on the interest rate effect in dynamic IS curves

Alovokpinhou, Sedjro Aaron; Dladla, Pholile; Malikane, … - 2024

Persistent link: https://ebvufind01.dmz1.zbw.eu/10014567134

Digital banking and the evolving monetary policy transmission

Budnik, Katarzyna - 2026

This paper maps the euro-area digital-banking segment and assesses how digital banks transmit monetary policy relative to brick-and-mortar peers. I compile a hand-checked universe of over 170 digital banks (2016-2025) from supervisory data, classifying institutions by business model (e-retail,...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015618109

Bank lending to businesses in a pandemic

Krykhovetska, Zoriana; Kropelnytska, Svitlana; Kokhan, Iryna - 2024

Persistent link: https://ebvufind01.dmz1.zbw.eu/10014575704

Household behavior below the zero lower bound

Andersen, Asger Lau; Johannesen, Niels; Petersen, Jens … - 2026

How do households respond when deposit rates drop below zero? Using administrative micro data and exploiting cross-bank variation in interest rate policies, we study a major episode of negative deposit rates in Denmark affecting two thirds of household deposits. We find that households strongly...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015654944

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Household behavior below the zero lower bound

Andersen, Asger Lau; Johannesen, Niels; Petersen, Jens … - 2026

Book / Working Paper

Household behavior below the zero lower bound

Andersen, Asger Lau; Johannesen, Niels; Petersen, Jens; … - 2026

Book / Working Paper