Human behavior in banking and financial systems is in part made up of a complex mix of political, social and cultural factors. These factors are reflected in expert opinion based political risk scores. Market inefficiency is largely a result of anomalies in human behavior causing information asymmetries. A basic systemic market model is re-specified into a model for international banking system...

What is the impact of a bank failure on the whole banking industry? To resolve this issue, the paper develops a transfer entropy-based method to determine the interbank exposure matrix between banks. This method constructs the interbank market structure by calculating the transfer entropy matrix using bank stock price sequences. This paper also evaluates the stability of Chinese banking system ...

In this paper, we formulate a behavioral model under uncertainty to estimate the total factor productivity in the Taiwan banking industry. In particular, the paper provides a model based on the safety-first rule under uncertainty to measure the risk premium in banking operations that are subject to loan default and other investment risks. Using panel data of forty banks in 1981-1996, a translog...

Assessment of the soundness a bank using RGEC method (Risk Profile, Good Corporate Governance, Earnings, and Capital) shows financial performance banking company for certain period. With good performance, investors will be interested in investing company. This study aims to determine effect on stock returns listed Indonesia Stock Exchange Infobank 15 Index category 2016-2021 purposive sampling ...

this paper investigates the key factors affecting the foreign direct investment (fdi) inflow to deve­­loping countries during the period (1995-2010) with emphasis on the financial development. financial development, as an important factor in fdi absorption and a prerequisite for utilizing the benefits of fdi, not only increases the fdi inflow in developing countries, but also improve the absorp...

The main objective of this study is to test the predictive power financial ratios (ownership ratio, liquidity debt stock turnover return on equity total assets and market book ratio) performance banking sector in Amman Stock Exchange (ASE). analysis relies yearly data for period 2000-2014. sample consists fourteen banks listed Exchange. Using ordinary least square method (OLS), we regress seven...

This paper attempts to assess the Europe-wide systemic risk potential in banking. We employ a bivariate GARCH model to estimate conditional correlations between European bank stock indices. These correlations are used as an indication for the interdependencies amongst the banking business and hence for the systemic risk potential. We employ several tests to assess the development of the systemi...

In this paper, we present the advantages of Maximum overlapping Discrete Wavelet Transform (MODWT) in improving the forecasting accuracy financial time series data. Amman stock market (ASE) in Jordan was selected as a tool to show the ability of MODWT in forecasting financial time series, using Banking sector. Experimentally, this article suggests a novel technique for forecasting the banking d...