An event study of COVID-19 central bank quantitative easing in advanced and emerging economies

A Rebucci, JS Hartley, D Jiménez - Essays in honor of M. Hashem …, 2022 - emerald.com
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 …

Oil price shocks and exchange rate dynamics: Evidence from decomposed and partial connectedness measures for oil importing and exporting economies

I Chatziantoniou, AH Elsayed, D Gabauer, G Gozgor - Energy Economics, 2023 - Elsevier
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 …

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 …

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 …

[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 …

Measuring the G20 stock market return transmission mechanism: Evidence from the R2 connectedness approach

MA Naeem, I Chatziantoniou, D Gabauer… - International Review of …, 2024 - Elsevier
This study examines the contemporaneous transmission mechanism across the G20 stock
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 …

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 …

[HTML][HTML] The impact of the COVID-19 pandemic on economic growth and monetary policy: An analysis from the DSGE model in Vietnam

TD Nguyen, AH Le, EI Thalassinos, LK Trieu - Economies, 2022 - mdpi.com
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 …

[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 …