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Growth, bank credit, and inflation in Mexico : evidence from an ARDL-bounds testing approach
Tinoco Zermeño, Miguel Ángel; Venegas-Martínez, Francisco - In: Latin American economic review : LAER ; official … 23 (2014), pp. 1-22
This paper explores the long-run effects of inflation on the dynamics of private sector bank credit and economic growth … private sector bank credit in the economy exerts a positive impact on real GDP. In addition, inflation rates have contributed … negatively to the increase in private credit, liquid liabilities, and financial development. A key outcome is that one percent …
Persistent link: https://www.econbiz.de/10010385259
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INFLATIONARY THRESHOLD EFFECTS IN THE RELATIONSHIP BETWEEN FINANCIAL DEVELOPMENT AND ECONOMIC GROWTH: EVIDENCE FROM TAIWAN AND JAPAN
Lee, Chien-Chiang; Wong, Swee Yoong - In: Journal of Economic Development 30 (2005) 1, pp. 49-69
relationship between financial development and economic growth. A specific question that is addressed in this paper is what the …, whereas there are two in Japan. Earlier studies support the view that financial development may promote economic growth … inflation. In addition, the threshold level of inflation below which financial development significantly promotes growth is …
Persistent link: https://www.econbiz.de/10009351169
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Financialisation of the Commodity Markets. Conclusions from the VARX DCC GARCH
Szafranek, Karol - 2016
The global economy is highly dependent on commodity prices, which are, by and large, the outcome of market-specific supply and demand fundamentals. As a result, driven by different determinants, financial assets and commodity prices should be negligibly correlated. However, systematically...
Persistent link: https://www.econbiz.de/10013003293
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Time-frequency analysis of financial stress and global commodities prices : insights from wavelet-based approaches
Armah, Mohammed; Amewu, Godfred; Bossman, Ahmed - In: Cogent economics & finance 10 (2022) 1, pp. 1-25
We examine the time-frequency lead-lag relationships and the degree of integration between the US financial stress index and global commodity prices (i.e., oil, gold, silver, and cocoa) with data covering over 47 decades (January 1975 to December 2021). For this purpose, we resort to the bi- and...
Persistent link: https://www.econbiz.de/10013389437
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Networking with peers : evidence from a P2P lending platform
Chen, Xiao; Chong, Zhaohui; Giudici, Paolo; Huang, Bihong - 2020
The paper investigates the role of network centrality in predicting borrowers' and lenders' behavior in peer-to-peer (P2P) lending. The empirical analysis of data from Renrendai, a leading lending platform in the People's Republic of China, reveals that the lenders who are at the center of a...
Persistent link: https://www.econbiz.de/10012165292
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Relationship between macroeconomic variables and stock market index: evidence from India
Pathan, Rubina; Masih, Mansur - Volkswirtschaftliche Fakultät, … - 2013
between the stock market and economic growth in India. The study reconfirms the traditional belief that the real economic …
Persistent link: https://www.econbiz.de/10011212585
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The different impact of conventional interest rates on Islamic stock market, Islamic banking and Islamic insurance: evidence from Malaysia
Othman, Arshad Nuval; Masih, Mansur - Volkswirtschaftliche Fakultät, … - 2014
This paper seeks to close the gap of the lack of empirical evidence surrounding the different impact of conventional interest rates on Islamic finance components – Islamic stock markets, Islamic banking and Islamic insurance (called takaful). Such evidence remains imperative in order for the...
Persistent link: https://www.econbiz.de/10011212777
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Macro fundamentals as a source of stock market volatility in China: A GARCH-MIDAS approach
Girardin, Eric; Joyeux, Roselyne - In: Economic Modelling 34 (2013) C, pp. 59-68
In order to shed new light on the influence of volume and economic fundamentals on the long-run volatility of the Chinese stock market we follow the methodology introduced by Engle et al. (2009) and Engle and Rangel (2008) to account for the effects of macro fundamentals, and augment it with...
Persistent link: https://www.econbiz.de/10010709340
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Stock market co-movements: Islamic versus conventional equity indices with multi-timescales analysis
Dewandaru, Ginanjar; Rizvi, Syed Aun R.; Masih, Rumi; … - In: Economic Systems 38 (2014) 4, pp. 553-571
This study examines market co-movements in Islamic and mainstream equity markets across different regions in order to discover contagion during 9 major crises and to measure integration between markets. Using wavelet decomposition to unveil the multi-horizon nature of co-movement, we find that...
Persistent link: https://www.econbiz.de/10011115994
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Increasing household debts and its relation to GDP, interest rate and house price: Malaysia’s perspective
Rahman, Sharezan; Masih, Mansur - Volkswirtschaftliche Fakultät, … - 2014
strengthen prudential measure in order to curb the increase in household debts. Shortening the loan tenure, tightening credit …
Persistent link: https://www.econbiz.de/10011184593