Competition and financial stability in European cooperative banks
F Fiordelisi, DS Mare - Journal of international money and finance, 2014 - Elsevier
Cooperative banks are a driving force for socially committed business at the local level,
accounting for around one fifth of the European Union (EU) bank deposits and loans …
accounting for around one fifth of the European Union (EU) bank deposits and loans …
Efficiency and risk in European banking
F Fiordelisi, D Marques-Ibanez, P Molyneux - Journal of banking & finance, 2011 - Elsevier
We assess the inter-temporal relationship between bank efficiency, capital and risk in a
sample of European commercial banks employing several definitions of efficiency, risk and …
sample of European commercial banks employing several definitions of efficiency, risk and …
How important is money in the conduct of monetary policy?
M Woodford - Journal of Money, credit and Banking, 2008 - Wiley Online Library
I consider some of the leading arguments for assigning an important role to tracking the
growth of monetary aggregates when making decisions about monetary policy. First, I …
growth of monetary aggregates when making decisions about monetary policy. First, I …
Impact of oil price risk on sectoral equity markets: Implications on portfolio management
Abstract Structure and degree of oil price impact on sectoral indices are examined using
Quantile Regression Analysis (QRA). Nine sectors are found to provide diversification …
Quantile Regression Analysis (QRA). Nine sectors are found to provide diversification …
Do stock prices contain predictive power for the future economic activity? A Granger causality analysis in the frequency domain
This paper investigates the predictive power for the future domestic economic activity
included in the domestic stock prices, using a Granger causality analysis in the frequency …
included in the domestic stock prices, using a Granger causality analysis in the frequency …
Money growth and inflation in the euro area: A time‐frequency view
A Rua - Oxford Bulletin of Economics and Statistics, 2012 - Wiley Online Library
This article provides new insights on the relationship between money growth and inflation in
the euro area over the last 40 years. This highly relevant link for the European Central Bank …
the euro area over the last 40 years. This highly relevant link for the European Central Bank …
Money growth and inflation in China: New evidence from a wavelet analysis
C Jiang, T Chang, XL Li - International Review of Economics & Finance, 2015 - Elsevier
This paper provides a fresh new insight into the dynamic relationship between money
growth and inflation in China by applying a novel wavelet analysis. From a time-domain …
growth and inflation in China by applying a novel wavelet analysis. From a time-domain …
Advanced economy inflation: the role of global factors
I Mikolajun, D Lodge - 2016 - papers.ssrn.com
A number of studies document the prominent role of global factors in domestic inflation
developments (eg Borio and Filardo, 2007; Ciccarelli and Mojon, 2010). In this paper we …
developments (eg Borio and Filardo, 2007; Ciccarelli and Mojon, 2010). In this paper we …
On the time scale behavior of equity-commodity links: Implications for portfolio management
We investigate the time-scale relationships between US equity and commodity markets. The
empirical evidence from the risk-return profitability analysis based on the wavelet coherence …
empirical evidence from the risk-return profitability analysis based on the wavelet coherence …
An empirical investigation of causality between producers' price and consumers' price indices in Australia in frequency domain
AK Tiwari - Economic Modelling, 2012 - Elsevier
The paper examines Granger-causality between the producers' and the consumers' price
using Australian data within the frequency domain framework. For long run relation, the …
using Australian data within the frequency domain framework. For long run relation, the …