An event study of COVID-19 central bank quantitative easing in advanced and emerging economies
This chapter conducts an event study of 30 quantitative easing (QE) announcements made
by 21 central banks on daily government bond yields and bilateral US dollar exchange rates …
by 21 central banks on daily government bond yields and bilateral US dollar exchange rates …
Oil price shocks and exchange rate dynamics: Evidence from decomposed and partial connectedness measures for oil importing and exporting economies
This paper introduces a novel framework of partial connectedness measures to investigate
contagion dynamics between different types of oil price shocks and exchange rates. Oil price …
contagion dynamics between different types of oil price shocks and exchange rates. Oil price …
Bank lending during the COVID-19 pandemic: do alliances and digital strategies matter?
R Yudaruddin - Managerial Finance, 2023 - emerald.com
Purpose This paper investigates the joint impact of COVID-19, alliances and digital
strategies on bank lending. Additionally, this study examines whether the effect of COVID …
strategies on bank lending. Additionally, this study examines whether the effect of COVID …
Bank's funding costs: Do ESG factors really matter?
P Agnese, E Giacomini - Finance Research Letters, 2023 - Elsevier
This study analyzes whether environmental, social and governance (ESG) factors affect the
pricing of bank bonds in the primary market. Using a unique dataset of 19,106 fixed-rate …
pricing of bank bonds in the primary market. Using a unique dataset of 19,106 fixed-rate …
[HTML][HTML] COVID-19, digital transformation of banks, and operational capabilities of commercial banks
Y Zhu, S Jin - Sustainability, 2023 - mdpi.com
The development of financial technology has promoted the innovation and digital
transformation of commercial banks. Through digital transformation, commercial banks can …
transformation of commercial banks. Through digital transformation, commercial banks can …
Measuring the G20 stock market return transmission mechanism: Evidence from the R2 connectedness approach
This study examines the contemporaneous transmission mechanism across the G20 stock
market returns employing a novel R 2 connectedness framework which combines the …
market returns employing a novel R 2 connectedness framework which combines the …
[HTML][HTML] Foreign direct investment and carbon emission efficiency: The role of direct and indirect channels
Q Wang, Q Zhang - Sustainability, 2022 - mdpi.com
A large number of foreign direct investment inflows not only promote China's economic
development but also bring environmental pollution problems., Improving carbon emission …
development but also bring environmental pollution problems., Improving carbon emission …
Conventional monetary policy, COVID-19, and stock markets in emerging economies
BN Iyke, M Maheepala - Pacific-Basin Finance Journal, 2022 - Elsevier
We examine whether conventional monetary policy moderated the impact of the COVID-19
pandemic on stock markets. Using daily historical data on emerging economies, we show …
pandemic on stock markets. Using daily historical data on emerging economies, we show …
[HTML][HTML] The impact of the COVID-19 pandemic on economic growth and monetary policy: An analysis from the DSGE model in Vietnam
Facing the current complicated situation of the COVID-19 pandemic, in addition to medical
efforts on disease prevention and treatment, governments of countries also have to come up …
efforts on disease prevention and treatment, governments of countries also have to come up …
[HTML][HTML] Role of digital transformation on digital business model banks
R Shanti, H Siregar, N Zulbainarni, Tony - Sustainability, 2023 - mdpi.com
Digital technology has been raising the competition between banks and other financial
service providers, and encourages banks to undergo digital transformation and introduce …
service providers, and encourages banks to undergo digital transformation and introduce …