Risk, uncertainty, and leverage

K Istiak, A Serletis - Economic modelling, 2020 - Elsevier
Using mostly theoretical models and traditional risk/uncertainty measures (VIX index, panic,
precaution, scary bad news, etc.), the current literature tries to clarify the risk/uncertainty …

Relationship between economic policy uncertainty and domestic credits: evidence from the long-span time series for the UK and the USA

G Gozgor, K Istiak - Applied economics, 2024 - Taylor & Francis
This paper examines the effects of news-based economic policy uncertainty (EPU) on
domestic credit in the United Kingdom and the United States from 1900 to 2020. The …

Examining the interconnectedness and early warning signals of systemic risks of shadow banks: An application to the Indian shadow bank crisis

A Chaturvedi, A Singh - Kybernetes, 2023 - emerald.com
Purpose The paper models the financial interconnectedness and systemic risk of shadow
banks using Granger-causal network-based measures and takes the Indian shadow bank …

Interest rates, house prices, fertility, and the macroeconomy

E Affuso, K Istiak, J Swofford - Journal of Risk and Financial Management, 2022 - mdpi.com
This study differentiates between housing wealth and financial wealth and investigates
whether changes in house prices and changes in interest rates have positive effects on the …

Dynamic leverage policy in Islamic and conventional banks during crises in the OIC countries: a procyclicality and prospect-theory analysis

I Qizam, N Khairina, N Betriasinta - Journal of Islamic Accounting and …, 2024 - emerald.com
Purpose The purpose of this study is to investigate and compare the dynamic leverage
policies of Islamic and conventional banks within selected Organization of Islamic …

Psychological Factors of Canadian and Mexican tourists and the US tourism sector

K Istiak - Tourism Economics, 2023 - journals.sagepub.com
This paper investigates the impact of psychological factors of Canadian and Mexican tourists
on the US tourism sector. Using the data of 1996–2019, the study uses vector …

Risk, uncertainty and the tourism sector of North Africa

K Istiak - African Development Review, 2021 - Wiley Online Library
This paper investigates, for the first time, the uncertainty on the tourism of North Africa and
uncertainty on the second‐degree effects of the North African tourism sector. The study uses …

Risks' cross-contagion between shadow banks based on complex network theory: evidence from China

L Jin - Kybernetes, 2021 - emerald.com
Purpose The purpose of this paper is to analyze the network path and internal mechanism of
risks' cross-contagion between shadow banks and design strategies for preventing risk …

Broker-dealer leverage volatility and the US stock prices

K Istiak - Studies in Economics and Finance, 2022 - emerald.com
Purpose Broker-dealer leverage volatility increases during booms and crisis periods, but its
impact on stock prices is relatively unexplored. This paper aims to investigate whether …

[PDF][PDF] Evaluating the nonlinear relationship between nonfinancial corporate sector leverage and financial stability in the post crisis era

Z Du, Y Li, G Lv - AIMS Mathematics, 2022 - researchgate.net
Evaluating the nonlinear relationship between nonfinancial corporate sector leverage and
financial stability in the post crisis Page 1 AIMS Mathematics, 7(11): 20178–20198. DOI …