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Flavius Darie
Pág. 103 - 117
This study investigates whether different specifications of univariate GARCH models can usefully forecast volatility on the foreign exchange market. The study uses only forecasts from an asymmetric GARCH model, namely Exponential GARCH (EGARCH) for CHF/R...
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Thuy Thu Nguyen, Hai Hong Ho, Duy Van Nguyen, Anh Cam Pham and Trang Thu Nguyen
The literature shows little evidence of the effects of business models upon the volatility of banks in developing and fast-growing economies. Hence, this study examines the effects of business model choice on the stability of banks in ASEAN countries. Us...
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Hassan B. Ghassan, Zakaria Boulanouar and Kabir M. Hassan
Using a new panel cointegration test that considers serial correlation and cross-section dependence on a mixed and heterogenous sample of Saudi banks, we revisit the cointegrating equation of the z-score index of banking stability. Our results show that ...
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Soeharjoto Soekapdjo,(Universitas TrisaktiIndonesia)
Pág. 122 - 133
Aims of this study is to know about Islamic Social Reporting determination at manufacturing industry sector listed on Indonesia Sharia Stock Index, with the exchange rate and inflation as moderating variables. Panel data regression is used as a met...
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Yomna Daoud,Aida Kammoun
Pág. 361 - 369
The purpose of this research is to empirically analyze Islamic Bank's financial stability, which consists in assessing the possible relationship between the risk of default (measured by z-score) and capital ratios while considering specific internal bank...
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