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السجلات المعروضة 11 -- 20 من 32
Conditional dependence structure and risk spillovers between Bitcoin and fiat currencies
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Elsevier
, 2023 , Article)
This paper investigates the extreme dependence and risk spillovers between Bitcoin and the currencies of the BRICS and G7 economies. We find time-varying dependence between Bitcoin and all currencies. Moreover, when analysing ...
Modeling and forecasting electricity consumption amid the COVID-19 pandemic: Machine learning vs. nonlinear econometric time series models
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Elsevier
, 2023 , Article)
Accurately modeling and forecasting electricity consumption remains a challenging task due to the large number of the statistical properties that characterize this time series such as seasonality, trend, sudden changes, ...
TFP in the Manufacturing Sector: Long-Term Dynamics, Country and Regional Comparative Analysis
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Multidisciplinary Digital Publishing Institute (MDPI)
, 2023 , Article)
We employ a recent empirical strategy to estimate country-specific and time-varying total factor productivity (TFP) levels for the manufacturing sector of 63 countries over 40 years. The methodology is based on estimated ...
Co-explosivity versus leading effects: Evidence from crude oil and agricultural commodities
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Elsevier
, 2023 , Article)
Unlike previous studies investigating the interdependence and co-movements between different commodity prices, this paper examined the co-explosivity versus leading effects between the Brent oil prices and agricultural ...
Does the extent of branchless banking adoption enhance the social and financial performance of microfinance institutions?
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Taylor & Francis
, 2023 , Article)
We examine the impact of the extent of branchless banking adoption on the social and financial performance of an international sample of microfinance institutions (MFIs). We find that increasing the number of branchless ...
Credit risk in Islamic microfinance institutions: The role of women, groups, and rural borrowers
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Elsevier
, 2023 , Article)
Using international data, we find that Islamic MFIs experience reduced credit risk by offering more groups loans, serving more women, and serving more borrowers in rural locations. Conventional MFIs benefit from fewer group ...
The effect of capitalization on the competition-stability Nexus: Evidence from dual banking systems
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Elsevier
, 2023 , Article)
The purpose of this paper is investigate how bank capitalization affects the relationship between competition and bank stability in dual banking systems. Using bank-level and country-level data from 17 countries over the ...
Accounting for inflation dynamic in a fully optimizing macroeconomic framework: evidence from the US states
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Taylor & Francis
, 2023 , Article)
This article proposes a New Keynesian DSGE model that can capture the hump-shaped response of inflation to a monetary policy shock that does not depend upon backward-looking elements for the price and wage-setting, such ...
Diversification and hedging strategies of green bonds in financial asset portfolios during the COVID-19 pandemic
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Routledge
, 2023 , Article)
In this paper, we investigate whether investors can reap potential diversification or hedging benefits from holding green bonds in a portfolio containing a conventional financial asset during the COVID-19 pandemic. Using ...
A competitive search approach to exchange rate pass-through
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Springer Nature
, 2023 , Article)
We develop an open economy, search theoretic, monetary model with heterogeneous households which is characterized by incomplete pass-through of exchange rate movements to import price indices. Partial pass-through arises ...