This paper analyzes productivity with a directional distance function model by investigating convexity and non-convexity in the Chinese banking sector. Two primary findings are summarized. First, there is a distinct change in productivity between large versus small banks and public versus nationwide joint-stock banks; the economies of scale and public orientation of the Chinese economy affect t...

the paper investigates the effects of interest rates on stock market performance by using monthly time series data for the economy of bangladesh over the period of 1991 to 2012. a wide range of econometric techniques have been employed to analyze the relationship between the interest rate and stock market return. the study reveals a stable and significant long run relationship between the varia...

This paper reviews recent stock market developments in Poland and the Czech Republic and provides a case-study of the direction of causality between stock market expansion and economic growth. It finds no evidence that the relative failure of the security market in the Czech Republic affected the country’s economy. It also analyses the composition of Polish private equity offerings and finds th...

Abstract T his study aimed to examine the Islamic stock market integration between Indonesia and Malaysia, and the effect of foreign interest rates on both stock markets. This study used the monthly time series of Jakarta Islamic Index, Hijrah Syariah Index, and foreign interest rates within a period from August 2000 to January 2016. Result of cointegration test demonstrat...

Due to the closure experienced during pandemic, many investors divert their investments different exchanges. In this sense, it has been observed that while sectors such as transportation, banking, and services have seriously lost value, especially technology sector come forward gained value. research, we move study one step by proposing a consolidated forecast system instead of employing model ...

We propose a new systemic risk index based on the interdependence of extreme downside movements stock returns using cross-quantilogram and network analysis approach. While quantile dependence allows for sensitivity in times market downturn, topological properties allow capturing interconnectedness banking system identification specific contribution each individual bank. Using this design, propo...

Identifying banking crises is the first step in the research on determinants of banking crises. The prevailing practice is to employ market events to identify a banking crisis. Researchers justify the usage of this method on the grounds that either direct and reliable indicators of banks’ assets quality are not available, or that withdrawals of bank deposits are no longer a part of financial cr...

Abstract This study investigates how banking performance in the Far East Asia region is impacted by environmental sustainability through reporting using ESG Index as a proxy. For 2018–2021 period, 89 stock exchange-listed companies that routinely provide scores are sample for this study. The environment dimension uses index research analysis starts with descriptive statistical to summarize data...