Search Results - "Central Bank review"

The determinants of bank profitability: A cross-country analysis by Le, Tu D. Q, Ngo, Thanh

“…This study investigates the determinants of bank profitability in 23 countries from 2002 to 2016 using the system generalized method of moments. The findings…”
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A financial stress index for a highly dollarized developing country: The case of Lebanon by Ishrakieh, Layal Mansour, Dagher, Leila, El Hariri, Sadika

“…The aim of this paper is to construct the first comprehensive Financial Stress Index for Lebanon, dubbed the IFEFSI (Institute of Financial Economics Financial…”
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The new investment landscape: Equity crowdfunding by Yasar, Burze

“…Equity crowdfunding has emerged as a new landscape for financing ideas and innovations. While a number of countries has come a long way and developed equity…”
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Can central bank speeches predict financial market turbulence? Evidence from an adaptive NLP sentiment index analysis using XGBoost machine learning technique by Petropoulos, Anastasios, Siakoulis, Vasilis

“…Central Bank speeches usually function as aggregators of internal quantitative and qualitative analysis of the institutions regarding the macro economy, the…”
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Singular spectrum analysis to estimate core inflation in Brazil by Santos, Matheus Fellipe de Oliveira, de Souza, Rafael Morais, Corrêa, Wilson Luiz Rotatori

“…This paper presents a set of new core inflation measures for Brazil based on the Singular Spectrum Analysis (SSA) method. The measures are based on the…”
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Bank loan maturity and corporate investment by Yarba, İbrahim, Deniz, Burak

“…This study analyzes bank loan maturity and corporate investment linkage by using novel firm-level data covering the universe of all incorporated firms in…”
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Potential impact of introducing a neutral positive countercyclical capital buffer in EU countries by Smaga, Paweł

“…The aim of this study is to assess the potential to introduce a positive neutral rate for the countercyclical capital buffer (nCCyB) at 0.5%, 1%, 1.5% and 2%…”
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Domestic inflation decomposition in a small open economy: Evidence from import price dynamics in Kazakhstan by Ybrayev, Zhandos, Shamar, Bauyrzhan, Mamatova, Kamilla

“…This paper empirically analyzes the key drivers of inflation in Kazakhstan by differentiating between demand and supply-driven factors contributing to headline…”
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Financial inclusion and tax revenue by Oz-Yalaman, Gamze

“…Financial inclusion might bring huge amounts of income into the global economy, which creates different opportunities and challenges for countries. As people…”
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Dynamic interconnectedness of economic confidence, energy prices, and interest rates: Insights from the euro area by Arzova, Sabri Burak, Şahin, Bertaç Şakir, Ertuğrul, Hasan Murat, Polat, Onur

“…This work examines the time-varying interlinkages among economic confidence, energy prices, geopolitical stress, and short/long-term interest rates in the Euro…”
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A proposal for a composite indicator based on ratios (CIBOR) to compare the evolution of Spanish financial institutions by Llorent-Jurado, Julián, Contreras, Ignacio, Guerrero-Casas, Flor María

“…This paper introduces a new Financial Stress Indicator (FSI) named Composite Indicator Based on Ratios (CIBOR). This paper discusses the importance of…”
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A review of the discussion proposal on changes to the EU-wide stress test by Llorent-Jurado, Julián, Ordaz-Sanz, José Antonio, Melgar-Hiraldo, María del Carmen, Guerrero-Casas, Flor María

“…In 2020, the European Banking Authority (EBA) launched a public consultation on future changes to the European Union wide stress test (EUWST). The EBA proposes…”
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The importance of external shocks and global monetary conditions for a small-open economy: The case of Türkiye by Tüzün, Gülnihal

“…The channels driving the international macroeconomic and financial shock transmission is important for policy makers for the evaluation of the macroeconomic…”
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Monetary policy and financial stability: Should central bank lean against the wind? by Nair, Aswathi R, Anand, B

“…After the global financial crisis, it was observed that price stability alone would not ensure financial stability. The new paradigm indeed insists on the…”
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Is bank risk appetite relevant to bank default in times of Covid-19? by Lee, Chin

“…The paper aims to analyze the effect of bank risk appetite on banks' default probabilities during the year of COVID-19 in 12 countries while controlling for…”
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A cross-country analysis of total factor productivity using micro-level data by Seker, Murat, Saliola, Federica

“…Total factor productivity (TFP) is a crucial measure of efficiency and thus an important tool for policymakers. However, research on comparison of TFP…”
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Financial market discipline on bank risk: Implications of state ownership by Kazdal, Abdullah, Kılıç, Yavuz, Yılmaz, Muhammed Hasan

“…This study investigates the link between capital market discipline and bank-level credit risk with a special emphasis on the role of bank ownership structure…”
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Monetary policy spillovers between the US and African Central Banks: A time- and frequency-varying connectedness study by Moyo, Clement, Phiri, Andrew

“…This study investigates time and frequency connectedness between monetary policy in the US and 7 African countries to determine the extent to which US monetary…”
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Estimating time-varying potential output and NAIRU using a multivariate filter for Türkiye by Gökcü, Mert

“…This paper extends the multivariate filter approach for estimating potential output and NAIRU developed for Türkiye by integrating the capacity utilization…”
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The impact of domestic and global factors on individual public, domestic and foreign bank performances in Türkiye by Çiçek, Serkan, Yıldırım, Aynur

“…The Turkish economy has encountered significant shocks in interest rates and foreign exchange along with global risks in recent years. These shocks had an…”
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