MP A R Munich Personal RePEc Archive Bank-specific, industry-specific and macroeconomic determinants of bank profitability Panayiotis Athanasoglou and Sophocles Brissimis and Matthaios Delis Bank of Greece June 2005 Online at http://mpra.ub.uni-muenchen.de/32026/ MPRA Paper No. 32026, posted 5. July 2011 14:01 UTC BANK OF GREECE BANK-SPECIFIC, INDUSTRY-SPECIFIC AND MACROECONOMIC DETERMINANTS OF BANK PROFITABILITY Panayiotis P. Athanasoglou Sophocles N. Brissimis Matthaios D. Delis
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Youssef Haddad Professor Black English 1101 9 Nov 2013 Equality Vs. Equity: People and The Law Throughout the history of mankind and specially in modern times, many struggles emerged from people’s suppressed anger and hatred of the feudalism and the ruling monopolistic powers, and in their effort to create a system most suitable to their wants and desires and what they take as “values” and “rights” they stumbled on what is to this very day one of the most important and
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Test of asymmetric Garch models Henri Högkulla s082880 Carl-Anton Karlsson s081760 Hanken School of Economics Department of Finance and Statistics Vaasa November 2011 Contents Abstract ...................................................................................................................................... 1 1 Introduction ............................................................................................................................. 2 2 Methodology .......
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financial liberalisation, the Egyptian economic performance improved. Its aggregate growth rate was positive and macroeconomic variables moved in a favourable direction in accordance with the predictions of the financial liberalisation paradigm. The econometric test specification follows the nonlinear least-squares estimations methodology to test the co-movement of the underlying variables. INTRODUCTION The financial liberalisation paradigm encourages nominal interest rate liberalisation
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1.4 The macroeconomic impacts of oil price shocks 1.4.1 A short history of a controversial topic Since the 1973 OPEC (Organization of Petroleum Exporting Countries) oil embargo, the role of rapid, unanticipated increases in oil prices has been a topic of intense interest, among both economists and the lay public. Considering the magnitude of widespread national recessions during the 1970s, the controversy surrounding research on the macroeconomics of oil price shocks may seem surprising:
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PART ONE Solutions to Exercises Chapter 2 Review of Probability Solutions to Exercises 1. (a) Probability distribution function for Y Outcome (number of heads) probability Y=0 0.25 Y=1 0.50 Y=2 0.25 (b) Cumulative probability distribution function for Y Outcome (number of heads) Probability Y −1.96 and < −1.96. Solving these inequalities yields n ≥ 9220. 18. Pr (Y = $0) = 0.95, Pr (Y = $20000) = 0.05. (a) The mean of Y is μY = 0 × Pr (Y = $0) + 20, 000 × Pr (Y = $20000) = $1000
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indicates that there is no clear-cut relationship between exchange rate volatility and balance of trade. This study examines the effect of exchange rate volatility and balance of trade sector in Rwanda The analysis followed the empirical methods (econometrics and time series analysis). The researchers used UBJ time series analysis to accomplish all stages (stationarity, identification, estimation, diagnostic checking and forecasting) of the models and models validation was of good quality and can be
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Written Exam: 70 Internal Assessment: 30 Time: 3 Hours Project Economics and Management Paper Code: 3.1 Unit-1 Concepts of projects; project identification; formulation, analysis, risk, planning, design, report and appraisal; location of an enterprise; factory design and layout. Unit-II Understanding financial analysis; ratio analysis; fund flow analysis; breakeven analysis; social cost-benefit analysis; budgeting and planning process. Unit-III Sources of development finance; institutional finance
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Learning report. This text is based on the ‘Modelling Asymmetric Co-movement of Asset Returns’, authored by Kenneth F. Kroner and Victor K. Ng published on Review of Financial Studies, Vol.11, No.4. 1998. The paper questioned the utilization of various time-varying co-variance models since these models have much too restrict formations in the pattern of how the stock performance in the history impacts the estimated, and thus forecasted, co-variance matrix. The paper examined four types of most
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International Journal of Energy Economics and Policy Vol. 3, No. 1, 2013, pp.51-59 ISSN: 2146-4553 www.econjournals.com An Investigation of Some Hedging Strategies for Crude Oil Market Andre Assis de Salles Industrial Engineering Department Polytechnic School, Federal University of Rio de Janeiro, Rio de Janeiro, Brazil. Email: as@ufrj.br ABSTRACT: This paper examines the performance of bivariate volatility models for the crude oil spot and future returns of the WTI type barrel prices. Besides
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